+295.1%
ODFL vs AVTR
+1.7%
+293.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.5% |
| 7D | -6.3% | +2.7% | -9.0% | -7.0% |
| 30D | -13.6% | +12.1% | -25.6% | -16.4% |
| 3M | -24.2% | +57.2% | -81.4% | -34.2% |
| 6M | -13.8% | +73.1% | -86.8% | -27.6% |
| YTD | +19.0% | +30.6% | -11.6% | +8.1% |
| 1Y | +25.7% | +13.5% | +12.2% | +16.7% |
| 3Y | -13.1% | -31.0% | +17.9% | -9.2% |
| 5Y | +26.7% | -63.2% | +89.9% | +53.4% |
| All | +295.1% | +1.7% | +293.4% | +280.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling