+269.3%
APLD vs ODFL
+34.0%
+235.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.5% | +5.9% | +6.9% |
| 7D | +7.8% | -5.0% | +12.8% | +10.0% |
| 30D | -23.0% | -6.3% | -16.7% | -21.3% |
| 3M | -39.7% | -18.5% | -21.2% | -35.3% |
| 6M | -59.8% | -12.4% | -47.5% | -58.6% |
| YTD | -27.0% | +9.2% | -36.2% | -31.5% |
| 1Y | -37.3% | +23.0% | -60.3% | -44.0% |
| 3Y | +281.9% | -11.6% | +293.5% | +269.5% |
| All | +269.3% | +34.0% | +235.3% | +136.7% |
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