+723.3%
ODFL vs ARMK
+138.5%
+584.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -2.8% | -0.9% | -1.9% | -2.6% |
| 30D | -13.7% | -5.9% | -7.7% | -12.3% |
| 3M | -23.4% | +6.7% | -30.1% | -24.9% |
| 6M | -7.2% | +42.5% | -49.7% | -16.0% |
| YTD | +15.6% | +55.1% | -39.5% | +2.4% |
| 1Y | +24.2% | +50.3% | -26.2% | +10.8% |
| 3Y | -12.8% | +122.2% | -134.9% | -30.1% |
| 5Y | +27.1% | +155.2% | -128.0% | -1.6% |
| All | +723.3% | +138.5% | +584.8% | +613.0% |
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