-11.7%
ODFL vs AMDL
+131.0%
-142.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.0% | -8.7% | -3.1% |
| 7D | -3.0% | +29.0% | -32.0% | -4.6% |
| 30D | -14.3% | +19.1% | -33.3% | -15.3% |
| 3M | -26.7% | +1.8% | -28.5% | -28.0% |
| 6M | -7.5% | +374.4% | -381.9% | -19.6% |
| YTD | +16.5% | +278.9% | -262.4% | +1.0% |
| 1Y | +23.5% | +510.6% | -487.0% | -0.2% |
| All | -11.7% | +131.0% | -142.7% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 10y: compounded portfolio wealth divided by compounded AMDL 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…
10y analysis · Full analysis span regression · 6 months rolling