+185.4%
ARM vs ODFL
-18.4%
+203.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -1.8% |
| 7D | -10.4% | -5.4% | -4.9% | -7.7% |
| 30D | -31.8% | -7.7% | -24.2% | -29.4% |
| 3M | -32.2% | -20.8% | -11.4% | -24.5% |
| 6M | -14.9% | -15.0% | +0.1% | -9.0% |
| YTD | +66.0% | +7.6% | +58.4% | +54.9% |
| 1Y | +17.2% | +22.7% | -5.5% | +1.5% |
| 3Y | +247.2% | -12.9% | +260.1% | +249.4% |
| All | +185.4% | -18.4% | +203.8% | +190.2% |
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 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