+75.1%
ODFL vs ABCL
-79.5%
+154.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.2% | -1.6% | +3.2% |
| 7D | -3.0% | +12.4% | -15.4% | -4.0% |
| 30D | -6.1% | -0.4% | -5.7% | -6.3% |
| 3M | -20.9% | +80.4% | -101.3% | -25.9% |
| 6M | -13.6% | +138.5% | -152.1% | -22.2% |
| YTD | +9.4% | +265.5% | -256.1% | -6.6% |
| 1Y | +22.9% | +219.7% | -196.8% | +6.2% |
| 3Y | -9.8% | +209.4% | -219.2% | -25.6% |
| 5Y | -0.4% | -15.0% | +14.7% | -11.0% |
| All | +75.1% | -79.5% | +154.6% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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