-61.4%
APLD vs ORLY
-0.1%
-61.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -4.4% |
| 7D | +19.6% | +0.1% | +19.5% | +19.8% |
| 30D | -24.5% | +6.4% | -30.9% | -19.7% |
| 3M | -45.6% | -0.5% | -45.1% | -45.7% |
| 6M | -61.4% | -0.3% | -61.1% | -60.4% |
| All | -61.4% | -0.1% | -61.3% | -60.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling