-1.4%
ODFL vs AMBA
-68.7%
+67.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.1% |
| 7D | +0.6% | +10.7% | -10.0% | -1.3% |
| 30D | -6.3% | -5.0% | -1.2% | -5.6% |
| 3M | -19.1% | -26.9% | +7.8% | -15.0% |
| 6M | -9.9% | -21.9% | +12.0% | -9.6% |
| YTD | +9.9% | -13.8% | +23.7% | +6.6% |
| 1Y | +24.4% | -36.1% | +60.5% | +28.0% |
| 3Y | -11.0% | +21.6% | -32.6% | -26.5% |
| 5Y | -1.4% | -68.8% | +67.3% | -6.2% |
| All | -1.4% | -68.7% | +67.3% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 5y: compounded portfolio wealth divided by compounded AMBA 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…
5y analysis · Full analysis span regression · 6 months rolling