+735.5%
APA vs ODFL
+32,662.3%
-31,926.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | +0.5% | -6.3% | +6.8% | +1.4% |
| 30D | +23.4% | -13.6% | +37.0% | +25.9% |
| 3M | +12.7% | -24.2% | +36.9% | +16.9% |
| 6M | +39.4% | -13.8% | +53.2% | +41.2% |
| YTD | +79.0% | +19.0% | +59.9% | +72.7% |
| 1Y | +88.8% | +25.7% | +63.1% | +80.4% |
| 3Y | +6.4% | -13.1% | +19.5% | +6.3% |
| 5Y | +153.0% | +26.7% | +126.3% | +138.7% |
| 10Y | +7.5% | +721.5% | -713.9% | -16.3% |
| All | +735.5% | +32,662.3% | -31,926.7% | +415.0% |
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