+34.3%
ARM vs ODFL
+23.9%
+10.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.4% | -2.0% |
| 7D | +19.8% | +0.6% | +19.2% | +19.5% |
| 30D | -21.8% | -6.3% | -15.5% | -20.1% |
| 3M | -26.5% | -19.1% | -7.4% | -20.8% |
| 6M | -3.9% | -9.9% | +6.0% | -0.6% |
| YTD | +82.8% | +9.9% | +72.8% | +76.7% |
| 1Y | +34.3% | +24.4% | +9.9% | +27.9% |
| All | +34.3% | +23.9% | +10.4% | +27.9% |
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