+28.0%
ODFL vs ACM
+4.8%
+23.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.0% |
| 7D | +0.2% | -0.3% | +0.4% | +0.3% |
| 30D | -13.4% | -12.9% | -0.5% | -7.6% |
| 3M | -24.2% | -6.4% | -17.8% | -22.4% |
| 6M | -3.3% | -29.2% | +25.9% | +14.9% |
| YTD | +19.8% | -29.9% | +49.7% | +42.0% |
| 1Y | +24.5% | -47.3% | +71.8% | +73.4% |
| 3Y | -9.6% | -19.6% | +10.0% | -4.0% |
| 5Y | +28.0% | +5.5% | +22.5% | +19.4% |
| All | +28.0% | +4.8% | +23.3% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling