+33,206.7%
ODFL vs AFL
+12,683.7%
+20,522.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | -3.0% | -2.1% | -0.9% | -2.4% |
| 30D | -14.3% | -5.4% | -8.8% | -12.8% |
| 3M | -26.7% | -0.3% | -26.5% | -26.8% |
| 6M | -7.5% | +5.2% | -12.7% | -9.1% |
| YTD | +16.5% | +5.7% | +10.9% | +14.3% |
| 1Y | +23.5% | +10.2% | +13.3% | +19.4% |
| 3Y | -12.1% | +63.4% | -75.5% | -25.0% |
| 5Y | +28.9% | +133.0% | -104.1% | -1.5% |
| 10Y | +746.5% | +299.5% | +446.9% | +437.7% |
| All | +33,206.7% | +12,683.7% | +20,522.9% | +10,384.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling