+75.7%
ODFL vs AFRM
-27.6%
+103.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +1.1% |
| 7D | +0.6% | -5.5% | +6.1% | +1.4% |
| 30D | -6.3% | -15.5% | +9.2% | -4.3% |
| 3M | -19.1% | -10.3% | -8.8% | -18.3% |
| 6M | -9.9% | +0.6% | -10.6% | -10.8% |
| YTD | +9.9% | -11.5% | +21.5% | +9.9% |
| 1Y | +24.4% | -16.6% | +41.0% | +25.1% |
| 3Y | -11.0% | +193.5% | -204.5% | -27.8% |
| 5Y | -1.4% | -55.8% | +54.4% | -19.9% |
| All | +75.7% | -27.6% | +103.3% | +38.6% |
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