+27.1%
ODFL vs ATI
+1,021.8%
-994.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | +0.2% |
| 7D | -2.8% | -2.7% | -0.1% | -2.1% |
| 30D | -13.7% | -13.5% | -0.2% | -10.4% |
| 3M | -23.4% | +8.5% | -31.9% | -25.6% |
| 6M | -7.2% | +25.2% | -32.3% | -13.6% |
| YTD | +15.6% | +73.4% | -57.8% | -1.3% |
| 1Y | +24.2% | +160.5% | -136.3% | -5.4% |
| 3Y | -12.8% | +347.3% | -360.1% | -45.6% |
| 5Y | +27.1% | +1,049.0% | -1,021.8% | -36.3% |
| All | +27.1% | +1,021.8% | -994.6% | -36.3% |
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