+948.3%
APH vs ORLY
+421.9%
+526.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | +11.1% | +0.1% | +11.1% | +11.1% |
| 30D | -7.3% | +6.4% | -13.7% | -9.1% |
| 3M | -6.2% | -0.5% | -5.6% | -6.4% |
| 6M | +24.9% | -0.3% | +25.2% | +23.8% |
| YTD | +18.4% | +0.4% | +18.0% | +16.6% |
| 1Y | +13.0% | -6.7% | +19.6% | +13.7% |
| 3Y | +276.4% | +39.3% | +237.1% | +223.7% |
| 5Y | +296.4% | +111.6% | +184.8% | +188.0% |
| All | +948.3% | +421.9% | +526.4% | +505.6% |
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