+62.0%
ODFL vs ALHC
-28.9%
+91.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -6.3% | -0.6% | -5.7% | -6.2% |
| 30D | -13.6% | -1.0% | -12.6% | -13.6% |
| 3M | -24.2% | -10.2% | -14.0% | -24.4% |
| 6M | -13.8% | -28.3% | +14.5% | -12.8% |
| YTD | +19.0% | -31.4% | +50.5% | +20.5% |
| 1Y | +25.7% | -16.9% | +42.6% | +25.0% |
| 3Y | -13.1% | +135.5% | -148.6% | -24.1% |
| 5Y | +26.7% | -33.6% | +60.3% | +15.2% |
| All | +62.0% | -28.9% | +91.0% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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