-3.7%
ODFL vs AMBA
-70.4%
+66.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.1% | -9.4% | -4.4% |
| 7D | -4.4% | -7.2% | +2.8% | -3.2% |
| 30D | -6.1% | -10.4% | +4.3% | -4.5% |
| 3M | -21.9% | -30.1% | +8.3% | -17.2% |
| 6M | -17.6% | -22.4% | +4.9% | -17.3% |
| YTD | +5.6% | -17.3% | +23.0% | +3.2% |
| 1Y | +20.5% | -35.4% | +55.9% | +23.3% |
| 3Y | -14.8% | +18.6% | -33.4% | -29.4% |
| All | -3.7% | -70.4% | +66.7% | -7.0% |
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