-9.1%
ODFL vs AME
+64.2%
-73.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.2% | +1.4% |
| 7D | +5.8% | +5.9% | 0.0% | +1.7% |
| 30D | -5.3% | -1.9% | -3.4% | -4.6% |
| 3M | -19.0% | -5.4% | -13.6% | -16.3% |
| 6M | -7.5% | +4.9% | -12.4% | -12.2% |
| YTD | +11.8% | +18.5% | -6.7% | -3.4% |
| 1Y | +29.7% | +25.5% | +4.2% | +7.4% |
| 3Y | -9.1% | +63.0% | -72.2% | -39.4% |
| All | -9.1% | +64.2% | -73.4% | -39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling