+24.8%
ODFL vs ADVB
-74.4%
+99.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.5% | +0.1% | +3.7% |
| 7D | -3.0% | -1.2% | -1.8% | -3.0% |
| 30D | -6.1% | -61.4% | +55.3% | -7.4% |
| 3M | -20.9% | -67.8% | +46.9% | -22.2% |
| 6M | -13.6% | -66.9% | +53.3% | -12.9% |
| YTD | +9.4% | -64.9% | +74.3% | +13.2% |
| All | +24.8% | -74.4% | +99.2% | +29.3% |
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