+592.4%
ODFL vs AVAV
+423.1%
+169.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +12.6% | -9.0% | +1.8% |
| 7D | -3.0% | +3.2% | -6.2% | -3.7% |
| 30D | -6.1% | -7.4% | +1.3% | -5.5% |
| 3M | -20.9% | -32.0% | +11.1% | -17.0% |
| 6M | -13.6% | -24.6% | +11.0% | -12.0% |
| YTD | +9.4% | -47.5% | +57.0% | +15.3% |
| 1Y | +22.9% | -61.5% | +84.4% | +35.5% |
| 3Y | -9.8% | +5.5% | -15.3% | -20.7% |
| 5Y | -0.4% | +35.7% | -36.1% | -20.4% |
| 10Y | +592.4% | +379.1% | +213.3% | +311.1% |
| All | +592.4% | +423.1% | +169.3% | +311.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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