+459.6%
APLD vs ODFL
+43.0%
+416.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.4% | -3.2% |
| 7D | +9.0% | -3.0% | +12.0% | +10.2% |
| 30D | -6.6% | -14.3% | +7.7% | -1.4% |
| 3M | -35.2% | -26.7% | -8.5% | -28.1% |
| 6M | +0.4% | -7.5% | +7.9% | +1.6% |
| YTD | +10.7% | +16.5% | -5.9% | +1.7% |
| 1Y | +78.6% | +23.5% | +55.0% | +58.6% |
| 3Y | +423.9% | -12.1% | +436.0% | +416.5% |
| All | +459.6% | +43.0% | +416.6% | +251.4% |
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