+175.6%
APA vs ODFL
+25.9%
+149.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.7% | +5.7% | +3.8% |
| 7D | +0.3% | -3.0% | +3.3% | +1.2% |
| 30D | +9.3% | -14.3% | +23.6% | +14.5% |
| 3M | +23.3% | -26.7% | +50.1% | +35.2% |
| 6M | +39.5% | -7.5% | +47.0% | +39.4% |
| YTD | +87.6% | +16.5% | +71.1% | +70.4% |
| 1Y | +114.2% | +23.5% | +90.7% | +89.1% |
| 3Y | +13.6% | -12.1% | +25.6% | +10.0% |
| 5Y | +175.6% | +28.9% | +146.7% | +130.5% |
| All | +175.6% | +25.9% | +149.7% | +130.5% |
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