+444.7%
APLD vs ORLY
+78.7%
+366.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.4% |
| 7D | +0.2% | -2.4% | +2.5% | +0.4% |
| 30D | -15.2% | -6.8% | -8.4% | -14.5% |
| 3M | -36.3% | -4.8% | -31.5% | -36.1% |
| 6M | -7.4% | -9.1% | +1.7% | -6.3% |
| YTD | +7.7% | -5.9% | +13.7% | +8.7% |
| 1Y | +53.8% | -20.4% | +74.2% | +60.0% |
| 3Y | +407.1% | +36.6% | +370.5% | +322.2% |
| All | +444.7% | +78.7% | +366.0% | +233.0% |
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