+546.0%
ODFL vs AME
+444.5%
+101.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.2% | +1.4% |
| 7D | +5.8% | +5.9% | 0.0% | +1.6% |
| 30D | -5.3% | -1.9% | -3.4% | -4.6% |
| 3M | -19.0% | -5.4% | -13.6% | -16.4% |
| 6M | -7.5% | +4.9% | -12.4% | -11.9% |
| YTD | +11.8% | +18.5% | -6.7% | -2.5% |
| 1Y | +29.7% | +25.5% | +4.2% | +8.6% |
| 3Y | -9.1% | +63.0% | -72.2% | -37.6% |
| 5Y | +0.2% | +78.3% | -78.1% | -35.1% |
| All | +546.0% | +444.5% | +101.6% | +89.3% |
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