+550.4%
ODFL vs ARMK
+125.8%
+424.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.7% | -1.4% |
| 7D | -5.4% | -0.7% | -4.7% | -5.3% |
| 30D | -7.7% | -1.3% | -6.4% | -7.5% |
| 3M | -20.8% | -2.5% | -18.3% | -20.6% |
| 6M | -15.0% | +20.8% | -35.8% | -19.8% |
| YTD | +7.6% | +48.2% | -40.6% | -3.7% |
| 1Y | +22.7% | +45.7% | -23.0% | +10.3% |
| 3Y | -12.9% | +96.6% | -109.4% | -28.1% |
| 5Y | -0.1% | +106.6% | -106.6% | -19.2% |
| 10Y | +550.4% | +132.6% | +417.8% | +469.4% |
| All | +550.4% | +125.8% | +424.6% | +469.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 10y: compounded portfolio wealth divided by compounded ARMK 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…
10y analysis · Full analysis span regression · 6 months rolling