+550.8%
ODFL vs ACM
+130.8%
+420.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | -5.0% | +3.0% | -8.0% | -6.2% |
| 30D | -6.3% | +19.7% | -25.9% | -13.8% |
| 3M | -18.5% | +5.3% | -23.8% | -21.0% |
| 6M | -12.4% | -10.8% | -1.6% | -9.0% |
| YTD | +9.2% | -25.1% | +34.3% | +22.3% |
| 1Y | +23.0% | -45.8% | +68.8% | +60.0% |
| 3Y | -11.6% | -9.4% | -2.2% | -10.3% |
| 5Y | +0.1% | +4.8% | -4.6% | -5.2% |
| 10Y | +550.8% | +129.8% | +421.1% | +317.1% |
| All | +550.8% | +130.8% | +420.0% | +317.1% |
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