-11.0%
ODFL vs AS
+125.3%
-136.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.5% | +1.3% |
| 7D | +0.6% | -3.6% | +4.3% | +1.4% |
| 30D | -6.3% | +3.4% | -9.7% | -7.0% |
| 3M | -19.1% | -8.6% | -10.5% | -17.8% |
| 6M | -9.9% | -10.0% | +0.1% | -8.4% |
| YTD | +9.9% | -19.2% | +29.1% | +13.8% |
| 1Y | +24.4% | -3.8% | +28.2% | +24.3% |
| All | -11.0% | +125.3% | -136.3% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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