-12.6%
ODFL vs APD
+11.2%
-23.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.3% |
| 7D | -6.3% | -2.2% | -4.1% | -5.7% |
| 30D | -13.6% | +2.1% | -15.7% | -14.1% |
| 3M | -24.2% | +7.2% | -31.4% | -25.7% |
| 6M | -13.8% | +11.2% | -25.0% | -16.6% |
| YTD | +19.0% | +24.4% | -5.4% | +11.2% |
| 1Y | +25.7% | +6.7% | +19.0% | +22.5% |
| All | -12.6% | +11.2% | -23.7% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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