-15.4%
APP vs ORLY
-1.9%
-13.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.1% | +2.4% |
| 7D | +48.9% | -1.9% | +50.9% | +48.9% |
| 30D | +49.4% | +4.5% | +44.9% | +49.1% |
| 3M | +27.0% | -2.2% | +29.2% | +27.1% |
| 6M | -15.4% | -0.9% | -14.5% | -15.3% |
| All | -15.4% | -1.9% | -13.5% | -15.3% |
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