+12.8%
ODFL vs AMRZ
-20.3%
+33.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.3% |
| 7D | -2.8% | -8.1% | +5.3% | +0.2% |
| 30D | -13.7% | -14.8% | +1.2% | -8.5% |
| 3M | -23.4% | -19.7% | -3.6% | -17.8% |
| 6M | -7.2% | -30.8% | +23.7% | +6.2% |
| YTD | +15.6% | -24.3% | +39.9% | +26.5% |
| 1Y | +24.2% | -24.0% | +48.2% | +34.7% |
| All | +12.8% | -20.3% | +33.1% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling