+546.0%
ODFL vs AVAV
+315.4%
+230.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +2.1% |
| 7D | +5.8% | +4.2% | +1.6% | +5.1% |
| 30D | -5.3% | -2.6% | -2.8% | -5.4% |
| 3M | -19.0% | -38.0% | +19.0% | -13.9% |
| 6M | -7.5% | -27.0% | +19.5% | -5.3% |
| YTD | +11.8% | -51.4% | +63.2% | +19.0% |
| 1Y | +29.7% | -60.2% | +89.9% | +41.9% |
| 3Y | -9.1% | -6.7% | -2.5% | -18.6% |
| 5Y | +0.2% | +28.3% | -28.1% | -19.4% |
| All | +546.0% | +315.4% | +230.6% | +291.5% |
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