+126.7%
AMAT vs ODFL
-3.3%
+130.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.3% | +7.5% | +5.8% |
| 7D | -14.7% | -4.4% | -10.3% | -12.7% |
| 30D | -36.1% | -6.1% | -30.0% | -34.6% |
| 3M | -36.9% | -21.9% | -15.0% | -29.3% |
| 6M | -22.2% | -17.6% | -4.6% | -15.7% |
| YTD | +29.9% | +5.6% | +24.3% | +21.7% |
| 1Y | +43.3% | +20.5% | +22.7% | +24.7% |
| 3Y | +142.7% | -14.8% | +157.5% | +139.1% |
| All | +126.7% | -3.3% | +130.0% | +90.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling