+1,454.7%
AMT vs ODFL
+24,695.8%
-23,241.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.7% |
| 7D | +1.5% | +5.8% | -4.3% | +0.6% |
| 30D | +6.8% | -5.3% | +12.2% | +7.6% |
| 3M | +11.2% | -19.0% | +30.2% | +14.6% |
| 6M | +12.5% | -7.5% | +20.0% | +13.2% |
| YTD | +12.5% | +11.8% | +0.7% | +9.4% |
| 1Y | +10.1% | +29.7% | -19.6% | +4.4% |
| 3Y | +16.0% | -9.1% | +25.2% | +13.7% |
| 5Y | -17.2% | +0.2% | -17.4% | -21.3% |
| 10Y | +135.2% | +566.3% | -431.0% | +64.6% |
| All | +1,454.7% | +24,695.8% | -23,241.1% | +600.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling