+18.6%
ODFL vs BAM
+81.2%
-62.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.4% | +1.6% |
| 7D | +5.8% | -2.7% | +8.5% | +7.0% |
| 30D | -5.3% | +15.5% | -20.8% | -11.1% |
| 3M | -19.0% | -6.9% | -12.1% | -16.8% |
| 6M | -7.5% | +9.9% | -17.4% | -12.1% |
| YTD | +11.8% | +1.4% | +10.4% | +9.5% |
| 1Y | +29.7% | +3.3% | +26.4% | +25.9% |
| 3Y | -9.1% | +83.6% | -92.8% | -29.7% |
| All | +18.6% | +81.2% | -62.6% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 10y: compounded portfolio wealth divided by compounded BAM 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…
10y analysis · Full analysis span regression · 6 months rolling