-14.1%
ODFL vs AMCR
+6.5%
-20.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.3% |
| 7D | -3.3% | -6.3% | +3.0% | -0.5% |
| 30D | -15.3% | -7.8% | -7.5% | -12.3% |
| 3M | -27.3% | +7.5% | -34.9% | -30.0% |
| 6M | -4.5% | +2.7% | -7.2% | -6.5% |
| YTD | +15.1% | +6.0% | +9.1% | +10.9% |
| 1Y | +21.1% | +7.8% | +13.3% | +15.7% |
| 3Y | -14.1% | +5.8% | -19.9% | -17.1% |
| All | -14.1% | +6.5% | -20.6% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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