-30.9%
AMT vs ODFL
+25.9%
-56.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.2% |
| 7D | +1.5% | -3.0% | +4.5% | +1.9% |
| 30D | +3.7% | -14.3% | +18.0% | +6.0% |
| 3M | -7.2% | -26.7% | +19.5% | -3.0% |
| 6M | -4.2% | -7.5% | +3.3% | -3.6% |
| YTD | +1.9% | +16.5% | -14.7% | -1.5% |
| 1Y | -6.4% | +23.5% | -29.9% | -10.5% |
| 3Y | +7.7% | -12.1% | +19.8% | +6.6% |
| 5Y | -30.9% | +28.9% | -59.8% | -41.7% |
| All | -30.9% | +25.9% | -56.8% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling