+229.3%
APLD vs ORLY
+92.0%
+137.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.7% | -6.5% | -5.8% |
| 7D | +2.7% | +2.6% | +0.1% | +2.5% |
| 30D | -21.4% | +6.3% | -27.8% | -22.0% |
| 3M | -47.8% | -0.4% | -47.4% | -47.8% |
| 6M | -64.9% | +2.8% | -67.7% | -65.1% |
| YTD | -34.9% | +1.1% | -35.9% | -34.8% |
| 1Y | -30.7% | -6.3% | -24.5% | -29.9% |
| 3Y | +305.3% | +38.9% | +266.5% | +246.1% |
| All | +229.3% | +92.0% | +137.3% | +99.6% |
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 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