-28.9%
AAL vs ORLY
+4,405.2%
-4,434.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -1.3% | -1.0% | -0.3% | -0.6% |
| 30D | -13.7% | -6.7% | -7.1% | -9.7% |
| 3M | -8.2% | -3.8% | -4.4% | -6.5% |
| 6M | +13.1% | -9.0% | +22.1% | +18.8% |
| YTD | -15.6% | -5.6% | -10.0% | -14.5% |
| 1Y | +1.4% | -19.5% | +20.9% | +13.5% |
| 3Y | -7.4% | +34.7% | -42.2% | -31.6% |
| 5Y | -35.9% | +118.0% | -154.0% | -68.2% |
| 10Y | -65.1% | +364.1% | -429.2% | -91.9% |
| All | -28.9% | +4,405.2% | -4,434.1% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ORLY.
Daily Out/Under-Performance
Portfolio return minus ORLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORLY 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 ORLY 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