-13.1%
ODFL vs AVTR
-26.6%
+13.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -2.0% |
| 7D | -3.0% | +1.6% | -4.6% | -3.5% |
| 30D | -14.3% | +8.4% | -22.6% | -16.2% |
| 3M | -26.7% | +50.2% | -76.9% | -35.5% |
| 6M | -7.5% | +82.6% | -90.1% | -23.6% |
| YTD | +16.5% | +29.8% | -13.3% | +6.3% |
| 1Y | +23.5% | +16.0% | +7.5% | +13.5% |
| All | -13.1% | -26.6% | +13.6% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling