-2.4%
ODFL vs ADVB
-95.9%
+93.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +42.7% | -42.0% | +0.8% |
| 7D | +0.6% | +74.2% | -73.6% | +0.8% |
| 30D | -6.3% | -35.9% | +29.6% | -6.6% |
| 3M | -19.1% | -56.4% | +37.3% | -19.6% |
| 6M | -9.9% | -36.7% | +26.8% | -9.6% |
| YTD | +9.9% | -43.3% | +53.3% | +10.5% |
| 1Y | +24.4% | -63.4% | +87.8% | +26.2% |
| All | -2.4% | -95.9% | +93.5% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling