+219.8%
ARM vs ORLY
+46.3%
+173.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +1.3% | +10.8% | +12.3% |
| 7D | +6.0% | -1.9% | +8.0% | +5.5% |
| 30D | -20.3% | +4.5% | -24.8% | -19.5% |
| 3M | -24.4% | -2.2% | -22.2% | -24.3% |
| 6M | -4.4% | -0.9% | -3.5% | -3.4% |
| YTD | +86.0% | -0.7% | +86.8% | +88.0% |
| 1Y | +35.8% | -8.7% | +44.6% | +34.0% |
| 3Y | +289.1% | +37.7% | +251.3% | +363.2% |
| All | +219.8% | +46.3% | +173.5% | +281.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling