+1,665.8%
AMAT vs ODFL
+732.4%
+933.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.6% |
| 7D | +7.0% | +0.2% | +6.8% | +6.9% |
| 30D | -12.2% | -13.4% | +1.2% | -4.7% |
| 3M | -3.8% | -24.2% | +20.3% | +11.6% |
| 6M | +45.9% | -3.3% | +49.2% | +46.5% |
| YTD | +84.6% | +19.8% | +64.9% | +60.8% |
| 1Y | +193.4% | +24.5% | +168.8% | +147.1% |
| 3Y | +228.1% | -9.6% | +237.7% | +215.1% |
| 5Y | +268.9% | +28.0% | +240.9% | +168.0% |
| 10Y | +1,665.8% | +735.3% | +930.5% | +343.0% |
| All | +1,665.8% | +732.4% | +933.3% | +343.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling