+31,848.5%
ODFL vs AME
+18,167.0%
+13,681.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.2% | +1.5% |
| 7D | +5.8% | +5.9% | 0.0% | +3.0% |
| 30D | -5.3% | -1.9% | -3.4% | -4.8% |
| 3M | -19.0% | -5.4% | -13.6% | -17.2% |
| 6M | -7.5% | +4.9% | -12.4% | -10.2% |
| YTD | +11.8% | +18.5% | -6.7% | +2.6% |
| 1Y | +29.7% | +25.5% | +4.2% | +15.9% |
| 3Y | -9.1% | +63.0% | -72.2% | -28.2% |
| 5Y | +0.2% | +78.3% | -78.1% | -23.2% |
| 10Y | +566.3% | +447.1% | +119.2% | +211.4% |
| All | +31,848.5% | +18,167.0% | +13,681.4% | +6,502.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling