+8.1%
AMT vs ODFL
-12.7%
+20.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | 0.0% |
| 7D | +1.5% | -3.0% | +4.5% | +1.6% |
| 30D | +3.7% | -14.3% | +18.0% | +4.5% |
| 3M | -7.2% | -26.7% | +19.5% | -5.8% |
| 6M | -4.2% | -7.5% | +3.3% | -3.9% |
| YTD | +1.9% | +16.5% | -14.7% | +1.3% |
| 1Y | -6.4% | +23.5% | -29.9% | -7.1% |
| All | +8.1% | -12.7% | +20.8% | +8.4% |
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