-0.4%
ODFL vs AME
+77.7%
-78.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.2% | +1.3% |
| 7D | +5.8% | +5.9% | 0.0% | +1.0% |
| 30D | -5.3% | -1.9% | -3.4% | -4.6% |
| 3M | -19.0% | -5.4% | -13.6% | -16.0% |
| 6M | -7.5% | +4.9% | -12.4% | -13.0% |
| YTD | +11.8% | +18.5% | -6.7% | -5.7% |
| 1Y | +29.7% | +25.5% | +4.2% | +4.1% |
| 3Y | -9.1% | +63.0% | -72.2% | -44.5% |
| All | -0.4% | +77.7% | -78.1% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling