-20.0%
ODFL vs AMDL
+47.6%
-67.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +22.3% | -25.6% | -4.5% |
| 7D | -4.4% | -26.2% | +21.8% | -3.4% |
| 30D | -6.1% | -57.1% | +51.0% | -2.6% |
| 3M | -21.9% | -29.8% | +8.0% | -21.7% |
| 6M | -17.6% | -22.2% | +4.7% | -19.7% |
| YTD | +5.6% | +142.1% | -136.5% | -7.6% |
| 1Y | +20.5% | +85.8% | -65.3% | +7.1% |
| All | -20.0% | +47.6% | -67.6% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling