+106.2%
AMT vs ODFL
+742.1%
-635.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.9% |
| 7D | +1.1% | -3.3% | +4.4% | +1.8% |
| 30D | +4.4% | -15.3% | +19.6% | +7.6% |
| 3M | -5.2% | -27.3% | +22.2% | +0.6% |
| 6M | -0.8% | -4.5% | +3.7% | -0.7% |
| YTD | +3.3% | +15.1% | -11.9% | -0.8% |
| 1Y | -6.0% | +21.1% | -27.1% | -11.0% |
| 3Y | +9.6% | -14.1% | +23.7% | +8.3% |
| 5Y | -29.2% | +26.6% | -55.8% | -38.8% |
| All | +106.2% | +742.1% | -635.9% | +47.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling