-9.1%
ODFL vs AVAV
-3.9%
-5.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +1.9% |
| 7D | +5.8% | +4.2% | +1.6% | +5.5% |
| 30D | -5.3% | -2.6% | -2.8% | -5.3% |
| 3M | -19.0% | -38.0% | +19.0% | -16.2% |
| 6M | -7.5% | -27.0% | +19.5% | -6.2% |
| YTD | +11.8% | -51.4% | +63.2% | +15.6% |
| 1Y | +29.7% | -60.2% | +89.9% | +36.4% |
| 3Y | -9.1% | -6.7% | -2.5% | -17.0% |
| All | -9.1% | -3.9% | -5.3% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling