-9.8%
ODFL vs ARMK
+101.3%
-111.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.2% | -0.6% | +2.1% |
| 7D | -3.0% | +0.9% | -4.0% | -3.4% |
| 30D | -6.1% | -0.4% | -5.7% | -6.2% |
| 3M | -20.9% | -2.0% | -18.9% | -20.8% |
| 6M | -13.6% | +22.0% | -35.5% | -21.0% |
| YTD | +9.4% | +49.6% | -40.2% | -7.7% |
| 1Y | +22.9% | +46.4% | -23.4% | +4.5% |
| 3Y | -9.8% | +103.2% | -113.0% | -25.0% |
| All | -9.8% | +101.3% | -111.1% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling