+91.4%
ODFL vs AFRM
-20.7%
+112.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +0.2% | +3.1% | -2.9% | -0.3% |
| 30D | -13.4% | -4.2% | -9.2% | -13.1% |
| 3M | -24.2% | +10.1% | -34.3% | -25.5% |
| 6M | -3.3% | +39.4% | -42.7% | -8.4% |
| YTD | +19.8% | -3.2% | +22.9% | +18.7% |
| 1Y | +24.5% | -16.1% | +40.6% | +24.9% |
| 3Y | -9.6% | +220.8% | -230.4% | -27.9% |
| 5Y | +28.0% | -17.7% | +45.7% | +1.3% |
| All | +91.4% | -20.7% | +112.1% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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