+1,065.1%
ODFL vs ARMK
+350.8%
+714.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.3% |
| 7D | -6.3% | -2.4% | -3.9% | -5.7% |
| 30D | -13.6% | 0.0% | -13.6% | -13.8% |
| 3M | -24.2% | +6.7% | -30.8% | -25.7% |
| 6M | -13.8% | +38.8% | -52.6% | -21.6% |
| YTD | +19.0% | +55.2% | -36.1% | +5.0% |
| 1Y | +25.7% | +46.6% | -20.9% | +12.5% |
| 3Y | -13.1% | +112.9% | -126.0% | -30.2% |
| 5Y | +26.7% | +144.0% | -117.3% | -2.1% |
| 10Y | +721.5% | +132.4% | +589.1% | +560.3% |
| All | +1,065.1% | +350.8% | +714.3% | +699.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling