+391.7%
APP vs ORLY
+153.5%
+238.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.1% |
| 7D | +0.9% | -0.7% | +1.6% | +1.0% |
| 30D | -23.3% | -5.9% | -17.3% | -22.2% |
| 3M | -42.6% | -0.6% | -42.1% | -42.7% |
| 6M | -33.6% | -6.8% | -26.8% | -32.8% |
| YTD | -52.4% | -3.6% | -48.8% | -52.5% |
| 1Y | -35.9% | -16.3% | -19.6% | -33.1% |
| 3Y | +642.2% | +39.1% | +603.1% | +499.0% |
| 5Y | +311.1% | +125.4% | +185.6% | +189.5% |
| All | +391.7% | +153.5% | +238.1% | +280.6% |
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