+746.5%
ODFL vs ACM
+124.8%
+621.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.4% | -1.3% |
| 7D | -3.0% | -3.7% | +0.7% | -1.3% |
| 30D | -14.3% | -12.7% | -1.6% | -9.4% |
| 3M | -26.7% | -9.8% | -16.9% | -23.9% |
| 6M | -7.5% | -31.4% | +23.9% | +8.6% |
| YTD | +16.5% | -32.1% | +48.6% | +36.7% |
| 1Y | +23.5% | -47.8% | +71.3% | +63.1% |
| 3Y | -12.1% | -22.1% | +10.0% | -4.3% |
| 5Y | +28.9% | +1.8% | +27.1% | +24.0% |
| 10Y | +746.5% | +132.5% | +613.9% | +455.2% |
| All | +746.5% | +124.8% | +621.7% | +455.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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