-80.4%
AMIX vs ODFL
-12.1%
-68.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +0.7% | -9.1% | -10.3% |
| 7D | -10.9% | +0.6% | -11.5% | -14.0% |
| 30D | -55.0% | -6.3% | -48.7% | -50.6% |
| 3M | -82.0% | -19.1% | -62.9% | -67.4% |
| 6M | -80.4% | -9.9% | -70.5% | -62.3% |
| All | -80.4% | -12.1% | -68.3% | -62.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling