+892.1%
ODFL vs AMC
-97.7%
+989.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.3% | -3.3% |
| 7D | -4.4% | +2.6% | -7.0% | -4.5% |
| 30D | -6.1% | +9.0% | -15.1% | -6.2% |
| 3M | -21.9% | +22.2% | -44.0% | -22.1% |
| 6M | -17.6% | +91.5% | -109.0% | -18.6% |
| YTD | +5.6% | +101.3% | -95.7% | +4.1% |
| 1Y | +20.5% | +20.8% | -0.2% | +19.5% |
| 3Y | -14.8% | -71.3% | +56.5% | -14.7% |
| 5Y | -3.0% | -99.2% | +96.3% | -1.2% |
| 10Y | +607.6% | -98.7% | +706.3% | +704.4% |
| All | +892.1% | -97.7% | +989.8% | +843.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling