+34,131.0%
ODFL vs AME
+17,812.7%
+16,318.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +0.2% | +2.8% | -2.6% | -1.2% |
| 30D | -13.4% | -6.3% | -7.2% | -10.7% |
| 3M | -24.2% | +5.4% | -29.6% | -26.2% |
| 6M | -3.3% | +7.4% | -10.8% | -6.8% |
| YTD | +19.8% | +16.2% | +3.6% | +11.5% |
| 1Y | +24.5% | +26.8% | -2.3% | +11.0% |
| 3Y | -9.6% | +57.5% | -67.1% | -27.1% |
| 5Y | +28.0% | +84.8% | -56.8% | -2.9% |
| 10Y | +735.3% | +424.3% | +311.0% | +299.6% |
| All | +34,131.0% | +17,812.7% | +16,318.3% | +7,074.8% |
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