-9.1%
ODFL vs AVTR
-16.2%
+7.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | +5.8% | +0.5% | +5.4% | +5.7% |
| 30D | -5.3% | -1.0% | -4.3% | -5.1% |
| 3M | -19.0% | +12.2% | -31.2% | -21.8% |
| 6M | -7.5% | +97.5% | -104.9% | -25.6% |
| YTD | +11.8% | +35.6% | -23.8% | +0.4% |
| 1Y | +29.7% | +32.8% | -3.2% | +17.0% |
| 3Y | -9.1% | -16.5% | +7.4% | -11.2% |
| All | -9.1% | -16.2% | +7.0% | -11.2% |
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