-0.4%
ODFL vs AWK
-2.4%
+2.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.3% |
| 7D | +5.8% | +0.1% | +5.7% | +5.8% |
| 30D | -5.3% | +14.3% | -19.6% | -8.6% |
| 3M | -19.0% | +10.3% | -29.3% | -21.1% |
| 6M | -7.5% | +18.9% | -26.4% | -11.9% |
| YTD | +11.8% | +17.7% | -5.9% | +6.3% |
| 1Y | +29.7% | +16.9% | +12.8% | +23.5% |
| 3Y | -9.1% | +32.2% | -41.3% | -21.9% |
| All | -0.4% | -2.4% | +2.0% | -1.3% |
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