+158,006.2%
AMAT vs ODFL
+32,662.3%
+125,343.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | -1.5% | -6.3% | +4.8% | -0.3% |
| 30D | -14.8% | -13.6% | -1.2% | -12.3% |
| 3M | -9.3% | -24.2% | +14.9% | -4.4% |
| 6M | +27.4% | -13.8% | +41.2% | +30.8% |
| YTD | +77.6% | +19.0% | +58.5% | +70.7% |
| 1Y | +188.9% | +25.7% | +163.3% | +174.2% |
| 3Y | +202.3% | -13.1% | +215.4% | +204.6% |
| 5Y | +248.9% | +26.7% | +222.2% | +228.7% |
| 10Y | +1,585.2% | +721.5% | +863.7% | +1,105.4% |
| All | +158,006.2% | +32,662.3% | +125,343.9% | +70,548.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling