+57.7%
AMGN vs ODFL
-13.7%
+71.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | -13.7% | -3.3% | -10.4% | -13.2% |
| 30D | -8.8% | -15.3% | +6.5% | -5.9% |
| 3M | +7.2% | -27.3% | +34.5% | +13.9% |
| 6M | +1.3% | -4.5% | +5.8% | +1.8% |
| YTD | +17.6% | +15.1% | +2.5% | +13.9% |
| 1Y | +37.2% | +21.1% | +16.1% | +31.3% |
| 3Y | +57.7% | -14.1% | +71.8% | +55.7% |
| All | +57.7% | -13.7% | +71.5% | +55.7% |
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