-9.1%
ODFL vs AMC
-59.1%
+50.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +1.8% |
| 7D | +5.8% | +3.5% | +2.3% | +5.7% |
| 30D | -5.3% | +12.5% | -17.8% | -5.8% |
| 3M | -19.0% | +23.6% | -42.5% | -19.8% |
| 6M | -7.5% | +144.4% | -151.8% | -12.0% |
| YTD | +11.8% | +108.3% | -96.5% | +6.6% |
| 1Y | +29.7% | +38.9% | -9.2% | +25.0% |
| 3Y | -9.1% | -58.9% | +49.7% | -5.6% |
| All | -9.1% | -59.1% | +50.0% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 3y: compounded portfolio wealth divided by compounded AMC 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…
3y analysis · Full analysis span regression · 6 months rolling