-14.8%
ODFL vs ACGL
+31.5%
-46.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.0% | -0.3% | -2.5% |
| 7D | -4.4% | +0.9% | -5.3% | -4.6% |
| 30D | -6.1% | +13.7% | -19.8% | -9.4% |
| 3M | -21.9% | +8.0% | -29.9% | -23.6% |
| 6M | -17.6% | +13.3% | -30.8% | -20.6% |
| YTD | +5.6% | +11.8% | -6.2% | +2.1% |
| 1Y | +20.5% | +22.2% | -1.7% | +13.6% |
| 3Y | -14.8% | +32.5% | -47.3% | -18.9% |
| All | -14.8% | +31.5% | -46.3% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling