-9.6%
ODFL vs ATI
+361.7%
-371.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.0% |
| 7D | +0.2% | +3.2% | -3.0% | -0.6% |
| 30D | -13.4% | -9.0% | -4.4% | -11.5% |
| 3M | -24.2% | +15.1% | -39.3% | -27.3% |
| 6M | -3.3% | +38.1% | -41.4% | -12.0% |
| YTD | +19.8% | +80.7% | -60.9% | +2.3% |
| 1Y | +24.5% | +167.5% | -143.0% | -3.8% |
| 3Y | -9.6% | +366.0% | -375.6% | -41.8% |
| All | -9.6% | +361.7% | -371.4% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 3y: compounded portfolio wealth divided by compounded ATI 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…
3y analysis · Full analysis span regression · 6 months rolling