-4.1%
APA vs ODFL
+745.7%
-749.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.3% |
| 7D | +0.8% | -2.8% | +3.6% | +2.1% |
| 30D | +9.6% | -13.7% | +23.3% | +16.8% |
| 3M | +18.0% | -23.4% | +41.4% | +32.0% |
| 6M | +41.9% | -7.2% | +49.0% | +41.6% |
| YTD | +86.3% | +15.6% | +70.7% | +64.3% |
| 1Y | +97.9% | +24.2% | +73.7% | +66.7% |
| 3Y | +12.8% | -12.8% | +25.5% | +8.4% |
| 5Y | +177.2% | +27.1% | +150.1% | +98.2% |
| All | -4.1% | +745.7% | -749.8% | -75.9% |
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 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