+38,360.1%
ODFL vs ACGL
+4,429.2%
+33,930.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.5% |
| 7D | -6.3% | -0.7% | -5.5% | -6.1% |
| 30D | -13.6% | -1.0% | -12.6% | -13.4% |
| 3M | -24.2% | +11.0% | -35.2% | -26.4% |
| 6M | -13.8% | -0.3% | -13.5% | -13.9% |
| YTD | +19.0% | +2.3% | +16.8% | +17.9% |
| 1Y | +25.7% | +6.4% | +19.3% | +23.0% |
| 3Y | -13.1% | +34.0% | -47.1% | -20.7% |
| 5Y | +26.7% | +161.6% | -135.0% | -3.7% |
| 10Y | +721.5% | +278.6% | +442.9% | +458.2% |
| All | +38,360.1% | +4,429.2% | +33,930.9% | +21,775.5% |
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