+1,817.2%
ODFL vs AMCR
+97.2%
+1,720.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | 0.0% | -1.8% |
| 7D | -3.0% | -6.3% | +3.3% | -1.0% |
| 30D | -14.3% | -7.1% | -7.1% | -12.3% |
| 3M | -26.7% | +12.7% | -39.4% | -29.7% |
| 6M | -7.5% | +5.2% | -12.6% | -9.5% |
| YTD | +16.5% | +8.1% | +8.5% | +13.0% |
| 1Y | +23.5% | +11.7% | +11.8% | +18.4% |
| 3Y | -12.1% | +9.9% | -22.0% | -15.7% |
| 5Y | +28.9% | -8.7% | +37.6% | +30.7% |
| 10Y | +746.5% | +16.8% | +729.7% | +686.0% |
| All | +1,817.2% | +97.2% | +1,720.0% | +1,618.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling