+20.5%
ODFL vs ADVB
-75.2%
+95.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.2% | -7.5% | -3.2% |
| 7D | -4.4% | -13.9% | +9.5% | -4.6% |
| 30D | -6.1% | -68.1% | +62.0% | -7.7% |
| 3M | -21.9% | -73.4% | +51.5% | -23.4% |
| 6M | -17.6% | -70.8% | +53.2% | -17.2% |
| YTD | +5.6% | -66.1% | +71.7% | +9.2% |
| All | +20.5% | -75.2% | +95.7% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling