+91.6%
ODFL vs ABCL
-81.2%
+172.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +0.2% | +1.4% | -1.3% | 0.0% |
| 30D | -13.4% | +65.1% | -78.5% | -17.9% |
| 3M | -24.2% | +111.1% | -135.2% | -30.3% |
| 6M | -3.3% | +231.6% | -234.9% | -15.9% |
| YTD | +19.8% | +234.5% | -214.7% | +3.5% |
| 1Y | +24.5% | +174.3% | -149.8% | +8.8% |
| 3Y | -9.6% | +111.5% | -121.1% | -22.5% |
| 5Y | +28.0% | -37.3% | +65.3% | +16.5% |
| All | +91.6% | -81.2% | +172.8% | +83.8% |
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