-0.7%
ODFL vs ADVB
-96.8%
+96.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -23.6% | +25.2% | +1.6% |
| 7D | +5.8% | +27.8% | -21.9% | +5.9% |
| 30D | -5.3% | -50.8% | +45.4% | -5.7% |
| 3M | -19.0% | -70.5% | +51.5% | -19.5% |
| 6M | -7.5% | -46.7% | +39.3% | -7.2% |
| YTD | +11.8% | -56.7% | +68.5% | +12.3% |
| 1Y | +29.7% | -71.8% | +101.4% | +31.4% |
| All | -0.7% | -96.8% | +96.1% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling