-1.4%
ODFL vs ATI
+994.1%
-995.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.3% |
| 7D | +0.6% | +13.0% | -12.3% | -2.6% |
| 30D | -6.3% | +0.2% | -6.5% | -6.7% |
| 3M | -19.1% | -17.5% | -1.6% | -15.4% |
| 6M | -9.9% | +18.1% | -28.0% | -15.4% |
| YTD | +9.9% | +65.7% | -55.8% | -6.2% |
| 1Y | +24.4% | +91.9% | -67.5% | +1.9% |
| 3Y | -11.0% | +335.2% | -346.3% | -45.7% |
| 5Y | -1.4% | +1,004.3% | -1,005.7% | -52.6% |
| All | -1.4% | +994.1% | -995.6% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling