-6.0%
AMT vs ODFL
+24.1%
-30.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.8% |
| 7D | +1.1% | -3.3% | +4.4% | +1.4% |
| 30D | +4.4% | -15.3% | +19.6% | +5.6% |
| 3M | -5.2% | -27.3% | +22.2% | -3.0% |
| 6M | -0.8% | -4.5% | +3.7% | -0.6% |
| YTD | +3.3% | +15.1% | -11.9% | +3.1% |
| 1Y | -6.0% | +21.1% | -27.1% | -7.9% |
| All | -6.0% | +24.1% | -30.2% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling