+1,777.9%
APO vs ODFL
+2,444.2%
-666.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.7% |
| 7D | +0.1% | +0.2% | -0.1% | 0.0% |
| 30D | +3.9% | -13.4% | +17.3% | +11.3% |
| 3M | +3.8% | -24.2% | +27.9% | +18.0% |
| 6M | +22.3% | -3.3% | +25.6% | +21.9% |
| YTD | -7.8% | +19.8% | -27.6% | -18.6% |
| 1Y | -0.3% | +24.5% | -24.9% | -14.3% |
| 3Y | +57.1% | -9.6% | +66.8% | +53.1% |
| 5Y | +137.0% | +28.0% | +108.9% | +84.7% |
| 10Y | +946.8% | +735.3% | +211.6% | +222.1% |
| All | +1,777.9% | +2,444.2% | -666.3% | +261.2% |
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