+90.4%
ODFL vs ABCL
-81.3%
+171.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | -6.3% | +0.7% | -7.0% | -6.3% |
| 30D | -13.6% | +93.1% | -106.7% | -19.4% |
| 3M | -24.2% | +79.4% | -103.6% | -29.2% |
| 6M | -13.8% | +214.9% | -228.7% | -24.5% |
| YTD | +19.0% | +234.2% | -215.2% | +2.9% |
| 1Y | +25.7% | +174.8% | -149.1% | +9.8% |
| 3Y | -13.1% | +104.5% | -117.6% | -25.2% |
| 5Y | +26.7% | -39.0% | +65.7% | +15.3% |
| All | +90.4% | -81.3% | +171.7% | +82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling