+26.3%
ODFL vs AMC
-99.4%
+125.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.3% | -0.2% |
| 7D | -6.3% | +2.3% | -8.6% | -6.4% |
| 30D | -13.6% | -0.7% | -12.8% | -13.6% |
| 3M | -24.2% | +35.2% | -59.4% | -26.1% |
| 6M | -13.8% | +124.6% | -138.4% | -18.8% |
| YTD | +19.0% | +69.9% | -50.8% | +13.7% |
| 1Y | +25.7% | -2.6% | +28.3% | +23.3% |
| 3Y | -13.1% | -79.8% | +66.7% | -10.0% |
| All | +26.3% | -99.4% | +125.7% | +47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling