+928.0%
ODFL vs AMC
-97.5%
+1,025.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.3% | -4.7% | +3.5% |
| 7D | -3.0% | +6.6% | -9.6% | -3.1% |
| 30D | -6.1% | +14.1% | -20.2% | -6.3% |
| 3M | -20.9% | +31.3% | -52.2% | -21.3% |
| 6M | -13.6% | +126.7% | -140.3% | -14.9% |
| YTD | +9.4% | +117.9% | -108.5% | +7.7% |
| 1Y | +22.9% | +41.1% | -18.2% | +21.6% |
| 3Y | -9.8% | -61.0% | +51.2% | -10.0% |
| 5Y | -0.4% | -99.1% | +98.8% | +1.3% |
| 10Y | +592.4% | -98.7% | +691.1% | +699.9% |
| All | +928.0% | -97.5% | +1,025.6% | +876.3% |
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