+243.9%
APLD vs ODFL
+32.1%
+211.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.4% | +0.4% |
| 7D | -6.3% | -5.4% | -0.9% | -4.3% |
| 30D | -29.6% | -7.7% | -21.9% | -27.6% |
| 3M | -42.6% | -20.8% | -21.8% | -37.9% |
| 6M | -59.6% | -15.0% | -44.5% | -57.9% |
| YTD | -32.0% | +7.6% | -39.6% | -35.9% |
| 1Y | -46.9% | +22.7% | -69.7% | -52.6% |
| 3Y | +255.7% | -12.9% | +268.5% | +245.8% |
| All | +243.9% | +32.1% | +211.8% | +121.5% |
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 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