+27.1%
ODFL vs AWK
-17.3%
+44.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.7% |
| 7D | -2.8% | -0.7% | -2.1% | -2.6% |
| 30D | -13.7% | +2.8% | -16.4% | -14.3% |
| 3M | -23.4% | +11.3% | -34.7% | -25.6% |
| 6M | -7.2% | +6.7% | -13.9% | -9.1% |
| YTD | +15.6% | +9.4% | +6.3% | +12.2% |
| 1Y | +24.2% | +3.7% | +20.4% | +22.2% |
| 3Y | -12.8% | +9.2% | -22.0% | -18.1% |
| 5Y | +27.1% | -15.7% | +42.8% | +31.1% |
| All | +27.1% | -17.3% | +44.4% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling