+282.2%
ODFL vs AVTR
+0.6%
+281.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.3% |
| 7D | -3.3% | -1.1% | -2.2% | -3.0% |
| 30D | -15.3% | +6.3% | -21.6% | -16.8% |
| 3M | -27.3% | +53.3% | -80.6% | -36.5% |
| 6M | -4.5% | +78.6% | -83.1% | -20.6% |
| YTD | +15.1% | +29.2% | -14.1% | +4.9% |
| 1Y | +21.1% | +13.8% | +7.3% | +12.3% |
| 3Y | -14.1% | -27.4% | +13.3% | -11.6% |
| 5Y | +26.6% | -65.0% | +91.6% | +55.1% |
| All | +282.2% | +0.6% | +281.6% | +268.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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