-9.1%
ODFL vs AWK
+31.5%
-40.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.7% |
| 7D | +5.8% | +0.1% | +5.7% | +5.8% |
| 30D | -5.3% | +14.3% | -19.6% | -5.4% |
| 3M | -19.0% | +10.3% | -29.3% | -19.0% |
| 6M | -7.5% | +18.9% | -26.4% | -7.4% |
| YTD | +11.8% | +17.7% | -5.9% | +12.1% |
| 1Y | +29.7% | +16.9% | +12.8% | +29.9% |
| 3Y | -9.1% | +32.2% | -41.3% | -14.0% |
| All | -9.1% | +31.5% | -40.6% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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