+34,025.1%
ODFL vs ACGL
+4,853.1%
+29,172.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.3% |
| 3M | -21.9% | +8.0% | -29.9% | -23.6% |
| 6M | -17.6% | +13.3% | -30.8% | -20.5% |
| YTD | +5.6% | +11.8% | -6.2% | +2.1% |
| 1Y | +20.5% | +22.2% | -1.7% | +13.8% |
| 3Y | -14.8% | +32.5% | -47.3% | -22.1% |
| 5Y | -3.0% | +160.2% | -163.2% | -26.2% |
| 10Y | +607.6% | +338.5% | +269.1% | +363.7% |
| All | +34,025.1% | +4,853.1% | +29,172.1% | +18,841.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling