+592.4%
ODFL vs ACGL
+332.3%
+260.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.3% |
| 7D | -3.0% | -1.1% | -1.9% | -2.6% |
| 30D | -6.1% | +13.1% | -19.2% | -10.4% |
| 3M | -20.9% | +9.8% | -30.7% | -23.8% |
| 6M | -13.6% | +15.3% | -28.9% | -18.5% |
| YTD | +9.4% | +12.7% | -3.3% | +4.0% |
| 1Y | +22.9% | +20.7% | +2.2% | +13.7% |
| 3Y | -9.8% | +34.3% | -44.1% | -21.5% |
| 5Y | -0.4% | +170.6% | -170.9% | -35.8% |
| 10Y | +592.4% | +330.6% | +261.8% | +213.2% |
| All | +592.4% | +332.3% | +260.1% | +213.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling