+968.8%
ODFL vs ARMK
+327.1%
+641.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | -5.0% | +2.8% | -7.7% | -5.7% |
| 30D | -6.3% | -1.8% | -4.5% | -6.0% |
| 3M | -18.5% | -10.9% | -7.6% | -16.0% |
| 6M | -12.4% | +21.2% | -33.6% | -17.5% |
| YTD | +9.2% | +47.0% | -37.8% | -2.4% |
| 1Y | +23.0% | +42.9% | -19.9% | +10.8% |
| 3Y | -11.6% | +95.0% | -106.6% | -27.3% |
| 5Y | +0.1% | +106.2% | -106.1% | -19.5% |
| 10Y | +550.8% | +131.6% | +419.2% | +420.7% |
| All | +968.8% | +327.1% | +641.7% | +643.0% |
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 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