-14.1%
ODFL vs AFL
+63.5%
-77.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.7% |
| 7D | -3.3% | -1.6% | -1.6% | -2.6% |
| 30D | -15.3% | -4.0% | -11.2% | -13.9% |
| 3M | -27.3% | -0.5% | -26.8% | -27.3% |
| 6M | -4.5% | +6.5% | -11.0% | -7.6% |
| YTD | +15.1% | +6.2% | +9.0% | +11.6% |
| 1Y | +21.1% | +8.3% | +12.8% | +16.1% |
| 3Y | -14.1% | +62.5% | -76.6% | -28.1% |
| All | -14.1% | +63.5% | -77.6% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 3y: compounded portfolio wealth divided by compounded AFL 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…
3y analysis · Full analysis span regression · 6 months rolling