+86.1%
ARM vs ODFL
+28.2%
+57.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.9% | +3.9% |
| 7D | +5.5% | -6.3% | +11.7% | +8.1% |
| 30D | -8.2% | -13.6% | +5.4% | -3.0% |
| 3M | -35.9% | -24.2% | -11.7% | -29.3% |
| 6M | +103.1% | -13.8% | +116.9% | +108.7% |
| YTD | +130.6% | +19.0% | +111.6% | +117.8% |
| 1Y | +86.1% | +25.7% | +60.4% | +73.4% |
| All | +86.1% | +28.2% | +57.9% | +73.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling