+723.3%
ODFL vs AVAV
+520.8%
+202.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.5% | -5.2% | -1.4% |
| 7D | -2.8% | -0.1% | -2.7% | -2.8% |
| 30D | -13.7% | -25.0% | +11.3% | -10.1% |
| 3M | -23.4% | -15.0% | -8.4% | -22.4% |
| 6M | -7.2% | -33.6% | +26.5% | -3.3% |
| YTD | +15.6% | -39.2% | +54.8% | +19.9% |
| 1Y | +24.2% | -40.5% | +64.6% | +27.9% |
| 3Y | -12.8% | +29.6% | -42.4% | -25.5% |
| 5Y | +27.1% | +56.7% | -29.6% | -0.3% |
| All | +723.3% | +520.8% | +202.5% | +340.9% |
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