+9.0%
ODFL vs AMRZ
-19.2%
+28.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.5% | +1.6% |
| 7D | +5.8% | -2.1% | +7.9% | +6.7% |
| 30D | -5.3% | +13.0% | -18.3% | -9.5% |
| 3M | -19.0% | -12.1% | -6.9% | -15.2% |
| 6M | -7.5% | -19.1% | +11.7% | -1.5% |
| YTD | +11.8% | -23.3% | +35.0% | +21.6% |
| 1Y | +29.7% | -16.6% | +46.2% | +35.8% |
| All | +9.0% | -19.2% | +28.2% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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