+11,433.3%
AMGN vs ORLY
+52,521.5%
-41,088.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -2.1% |
| 7D | -13.9% | -2.1% | -11.7% | -13.5% |
| 30D | -7.1% | -7.6% | +0.5% | -5.7% |
| 3M | +13.9% | -5.5% | +19.4% | +15.0% |
| 6M | +3.2% | -9.7% | +13.0% | +5.1% |
| YTD | +19.2% | -6.2% | +25.5% | +20.4% |
| 1Y | +41.1% | -18.6% | +59.8% | +46.3% |
| 3Y | +61.3% | +33.8% | +27.5% | +51.4% |
| 5Y | +109.1% | +116.5% | -7.5% | +77.9% |
| 10Y | +209.4% | +361.0% | -151.6% | +124.7% |
| All | +11,433.3% | +52,521.5% | -41,088.3% | +4,245.1% |
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