+4,662.2%
AZN vs ODFL
+23,441.5%
-18,779.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | -3.1% | -2.8% | -0.3% | -2.9% |
| 30D | +0.6% | -13.7% | +14.2% | +1.5% |
| 3M | -10.8% | -23.4% | +12.6% | -9.3% |
| 6M | -18.1% | -7.2% | -11.0% | -17.9% |
| YTD | -12.3% | +15.6% | -27.9% | -13.4% |
| 1Y | -0.2% | +24.2% | -24.4% | -2.0% |
| 3Y | +23.4% | -12.8% | +36.1% | +22.9% |
| 5Y | +56.4% | +27.1% | +29.2% | +50.9% |
| 10Y | +225.7% | +739.9% | -514.3% | +179.5% |
| All | +4,662.2% | +23,441.5% | -18,779.2% | +3,787.6% |
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