+28.0%
ODFL vs ARMK
+148.1%
-120.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | 0.0% |
| 7D | +0.2% | +1.7% | -1.5% | -0.6% |
| 30D | -13.4% | +3.1% | -16.5% | -14.9% |
| 3M | -24.2% | +9.2% | -33.4% | -27.4% |
| 6M | -3.3% | +43.7% | -47.0% | -18.4% |
| YTD | +19.8% | +57.4% | -37.6% | -2.8% |
| 1Y | +24.5% | +51.9% | -27.3% | +2.4% |
| 3Y | -9.6% | +125.4% | -135.0% | -39.1% |
| 5Y | +28.0% | +149.1% | -121.0% | -18.1% |
| All | +28.0% | +148.1% | -120.1% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling