+4,456.6%
ODFL vs AWK
+969.7%
+3,487.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -6.3% | +1.7% | -8.0% | -6.9% |
| 30D | -13.6% | +5.6% | -19.2% | -15.5% |
| 3M | -24.2% | +15.9% | -40.0% | -28.6% |
| 6M | -13.8% | +4.6% | -18.4% | -15.9% |
| YTD | +19.0% | +10.1% | +9.0% | +13.4% |
| 1Y | +25.7% | +2.1% | +23.6% | +23.1% |
| 3Y | -13.1% | +9.8% | -23.0% | -19.9% |
| 5Y | +26.7% | -15.4% | +42.0% | +29.8% |
| 10Y | +721.5% | +129.4% | +592.1% | +408.2% |
| All | +4,456.6% | +969.7% | +3,487.0% | +971.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling