+723.3%
ODFL vs AME
+427.9%
+295.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.2% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | -13.7% | -8.6% | -5.1% | -7.9% |
| 3M | -23.4% | +5.8% | -29.1% | -26.8% |
| 6M | -7.2% | +3.8% | -11.0% | -10.2% |
| YTD | +15.6% | +14.4% | +1.2% | +4.4% |
| 1Y | +24.2% | +25.8% | -1.6% | +4.4% |
| 3Y | -12.8% | +55.2% | -67.9% | -37.3% |
| 5Y | +27.1% | +85.5% | -58.4% | -18.7% |
| All | +723.3% | +427.9% | +295.4% | +163.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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