+7,572.7%
AMGN vs ODFL
+31,973.1%
-24,400.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.2% |
| 7D | -11.6% | -3.0% | -8.6% | -11.4% |
| 30D | -5.7% | -14.3% | +8.6% | -4.4% |
| 3M | +14.2% | -26.7% | +40.9% | +17.4% |
| 6M | +5.2% | -7.5% | +12.7% | +5.7% |
| YTD | +22.0% | +16.5% | +5.5% | +19.9% |
| 1Y | +43.6% | +23.5% | +20.1% | +40.3% |
| 3Y | +65.0% | -12.1% | +77.1% | +64.8% |
| 5Y | +112.0% | +28.9% | +83.1% | +102.6% |
| 10Y | +216.6% | +746.5% | -529.9% | +158.4% |
| All | +7,572.7% | +31,973.1% | -24,400.3% | +4,683.2% |
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