+443.7%
APLD vs ORLY
+83.0%
+360.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | +4.1% | -0.7% | +4.8% | +4.2% |
| 30D | -11.7% | -5.9% | -5.8% | -11.1% |
| 3M | -40.3% | -0.6% | -39.7% | -40.5% |
| 6M | -8.0% | -6.8% | -1.2% | -7.1% |
| YTD | +7.5% | -3.6% | +11.2% | +8.3% |
| 1Y | +84.0% | -16.3% | +100.3% | +89.6% |
| 3Y | +356.2% | +39.1% | +317.1% | +280.0% |
| All | +443.7% | +83.0% | +360.7% | +231.5% |
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