-17.1%
ODFL vs AMDL
+87.1%
-104.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +26.8% | -23.2% | +2.2% |
| 7D | -3.0% | +10.3% | -13.3% | -4.1% |
| 30D | -6.1% | -38.3% | +32.2% | -4.7% |
| 3M | -20.9% | -8.7% | -12.2% | -22.0% |
| 6M | -13.6% | -14.4% | +0.8% | -16.1% |
| YTD | +9.4% | +206.9% | -197.5% | -5.6% |
| 1Y | +22.9% | +144.4% | -121.5% | +7.4% |
| All | -17.1% | +87.1% | -104.2% | -36.6% |
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