+21.1%
ODFL vs AJG
-17.2%
+38.3%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | -3.3% | -8.3% | +5.0% | -1.7% |
| 30D | -15.3% | -5.7% | -9.6% | -14.5% |
| 3M | -27.3% | +9.1% | -36.4% | -28.8% |
| 6M | -4.5% | +15.2% | -19.7% | -8.0% |
| YTD | +15.1% | -6.3% | +21.4% | +15.7% |
| 1Y | +21.1% | -19.1% | +40.2% | +16.9% |
| All | +21.1% | -17.2% | +38.3% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling