-3.7%
ODFL vs ABCL
-21.8%
+18.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.7% | -10.0% | -4.0% |
| 7D | -4.4% | -3.2% | -1.2% | -4.3% |
| 30D | -6.1% | -7.4% | +1.3% | -5.7% |
| 3M | -21.9% | +81.9% | -103.8% | -28.0% |
| 6M | -17.6% | +135.7% | -153.3% | -27.5% |
| YTD | +5.6% | +247.4% | -241.7% | -12.7% |
| 1Y | +20.5% | +162.3% | -141.7% | +2.9% |
| 3Y | -14.8% | +165.5% | -180.3% | -31.9% |
| All | -3.7% | -21.8% | +18.1% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling