+16.1%
ODFL vs AMRZ
-13.6%
+29.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -6.3% | -1.9% | -4.4% | -5.6% |
| 30D | -13.6% | -16.9% | +3.3% | -7.6% |
| 3M | -24.2% | -19.2% | -5.0% | -18.4% |
| 6M | -13.8% | -29.3% | +15.5% | -1.5% |
| YTD | +19.0% | -18.0% | +37.0% | +26.5% |
| 1Y | +25.7% | -15.1% | +40.8% | +30.9% |
| All | +16.1% | -13.6% | +29.7% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling