+23.5%
ODFL vs ACM
-48.7%
+72.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.4% | -1.8% |
| 7D | -3.0% | -3.7% | +0.7% | -2.0% |
| 30D | -14.3% | -12.7% | -1.6% | -10.8% |
| 3M | -26.7% | -9.8% | -16.9% | -24.6% |
| 6M | -7.5% | -31.4% | +23.9% | +3.9% |
| YTD | +16.5% | -32.1% | +48.6% | +31.4% |
| 1Y | +23.5% | -47.8% | +71.3% | +48.7% |
| All | +23.5% | -48.7% | +72.2% | +48.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling