+31,321.3%
ODFL vs ATI
+998.8%
+30,322.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.3% |
| 7D | +0.6% | +13.0% | -12.3% | -2.3% |
| 30D | -6.3% | +0.2% | -6.5% | -6.7% |
| 3M | -19.1% | -17.5% | -1.6% | -15.9% |
| 6M | -9.9% | +18.1% | -28.0% | -14.7% |
| YTD | +9.9% | +65.7% | -55.8% | -4.4% |
| 1Y | +24.4% | +91.9% | -67.5% | +4.3% |
| 3Y | -11.0% | +335.2% | -346.3% | -41.1% |
| 5Y | -1.4% | +1,004.3% | -1,005.7% | -49.3% |
| 10Y | +555.3% | +1,019.2% | -464.0% | +183.7% |
| All | +31,321.3% | +998.8% | +30,322.5% | +10,845.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling