+6.1%
APA vs ODFL
+559.8%
-553.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | 0.0% | +0.9% |
| 7D | +8.5% | +5.8% | +2.7% | +5.8% |
| 30D | +2.8% | -5.3% | +8.1% | +4.6% |
| 3M | +21.7% | -19.0% | +40.7% | +32.6% |
| 6M | +32.6% | -7.5% | +40.1% | +33.9% |
| YTD | +103.7% | +11.8% | +91.9% | +81.1% |
| 1Y | +101.8% | +29.7% | +72.1% | +65.7% |
| 3Y | +48.1% | -9.1% | +57.2% | +38.4% |
| 5Y | +91.9% | +0.2% | +91.7% | +59.6% |
| All | +6.1% | +559.8% | -553.6% | -66.8% |
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