+4,296.1%
ODFL vs AVAV
+351.0%
+3,945.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +10.5% | -13.8% | -5.2% |
| 7D | -4.4% | -10.6% | +6.2% | -2.7% |
| 30D | -6.1% | -18.8% | +12.7% | -3.0% |
| 3M | -21.9% | -34.1% | +12.2% | -16.4% |
| 6M | -17.6% | -35.3% | +17.8% | -13.2% |
| YTD | +5.6% | -53.4% | +59.0% | +15.2% |
| 1Y | +20.5% | -65.6% | +86.2% | +38.9% |
| 3Y | -14.8% | -5.1% | -9.7% | -25.3% |
| 5Y | -3.0% | +18.5% | -21.5% | -23.6% |
| 10Y | +607.6% | +369.8% | +237.8% | +260.2% |
| All | +4,296.1% | +351.0% | +3,945.1% | +1,664.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling