+33,922.3%
ODFL vs APD
+3,977.3%
+29,945.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.4% |
| 7D | -6.3% | -2.2% | -4.1% | -5.4% |
| 30D | -13.6% | +2.1% | -15.7% | -14.4% |
| 3M | -24.2% | +7.2% | -31.4% | -26.5% |
| 6M | -13.8% | +11.2% | -25.0% | -18.0% |
| YTD | +19.0% | +24.4% | -5.4% | +8.1% |
| 1Y | +25.7% | +6.7% | +19.0% | +20.7% |
| 3Y | -13.1% | +9.2% | -22.4% | -19.3% |
| 5Y | +26.7% | +27.4% | -0.7% | +10.6% |
| 10Y | +721.5% | +164.8% | +556.7% | +434.6% |
| All | +33,922.3% | +3,977.3% | +29,945.1% | +11,728.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling