+197.1%
ABT vs ORLY
+363.8%
-166.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.7% | -1.5% |
| 7D | -5.9% | -2.4% | -3.5% | -5.3% |
| 30D | -8.1% | -6.8% | -1.3% | -6.3% |
| 3M | +14.5% | -4.8% | +19.3% | +15.8% |
| 6M | -6.3% | -9.1% | +2.8% | -4.2% |
| YTD | -17.1% | -5.9% | -11.2% | -16.3% |
| 1Y | -21.4% | -20.4% | -1.0% | -16.8% |
| 3Y | +5.9% | +36.6% | -30.7% | -4.7% |
| 5Y | -12.8% | +117.3% | -130.1% | -32.5% |
| All | +197.1% | +363.8% | -166.7% | +86.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling