+90.2%
ODFL vs AFRM
-20.4%
+110.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.4% |
| 7D | -6.3% | -7.0% | +0.7% | -5.4% |
| 30D | -13.6% | -7.8% | -5.8% | -12.8% |
| 3M | -24.2% | +5.3% | -29.5% | -25.1% |
| 6M | -13.8% | +42.6% | -56.4% | -18.5% |
| YTD | +19.0% | -2.8% | +21.8% | +17.9% |
| 1Y | +25.7% | -19.3% | +45.0% | +26.6% |
| 3Y | -13.1% | +231.0% | -244.1% | -31.0% |
| 5Y | +26.7% | -22.2% | +48.9% | +0.4% |
| All | +90.2% | -20.4% | +110.7% | +48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling