+2.3%
AKAM vs ODFL
-13.4%
+15.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.1% |
| 7D | +0.6% | -2.8% | +3.4% | +1.3% |
| 30D | -8.2% | -13.7% | +5.5% | -4.4% |
| 3M | -17.6% | -23.4% | +5.8% | -11.6% |
| 6M | +2.5% | -7.2% | +9.7% | +3.6% |
| YTD | +22.8% | +15.6% | +7.2% | +13.9% |
| 1Y | +39.6% | +24.2% | +15.4% | +25.7% |
| All | +2.3% | -13.4% | +15.7% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ODFL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling