-15.1%
ODFL vs AHR
+360.2%
-375.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | -2.8% | -3.0% | +0.2% | -2.4% |
| 30D | -13.7% | +2.6% | -16.3% | -14.0% |
| 3M | -23.4% | +16.0% | -39.4% | -24.5% |
| 6M | -7.2% | +3.1% | -10.2% | -7.5% |
| YTD | +15.6% | +16.0% | -0.4% | +13.5% |
| 1Y | +24.2% | +28.0% | -3.8% | +19.3% |
| All | -15.1% | +360.2% | -375.3% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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