-0.4%
ODFL vs ARMK
+107.5%
-107.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.2% | -0.6% | +1.8% |
| 7D | -3.0% | +0.9% | -4.0% | -3.5% |
| 30D | -6.1% | -0.4% | -5.7% | -6.3% |
| 3M | -20.9% | -2.0% | -18.9% | -20.8% |
| 6M | -13.6% | +22.0% | -35.5% | -22.2% |
| YTD | +9.4% | +49.6% | -40.2% | -10.4% |
| 1Y | +22.9% | +46.4% | -23.4% | +1.7% |
| 3Y | -9.8% | +103.2% | -113.0% | -37.7% |
| 5Y | -0.4% | +108.1% | -108.5% | -36.2% |
| All | -0.4% | +107.5% | -107.9% | -36.2% |
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