+27.7%
ODFL vs ACGL
+28.7%
-1.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.4% |
| 7D | +3.5% | +8.0% | -4.5% | +1.9% |
| 30D | 0.0% | +17.3% | -17.3% | -3.5% |
| 3M | -18.1% | +11.2% | -29.3% | -20.1% |
| 6M | -6.4% | +18.2% | -24.6% | -9.9% |
| YTD | +14.9% | +15.4% | -0.5% | +12.1% |
| 1Y | +27.7% | +26.5% | +1.2% | +21.4% |
| All | +27.7% | +28.7% | -1.0% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling