+336.8%
AVGO vs ORLY
+34.2%
+302.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.4% |
| 7D | +1.1% | -2.4% | +3.5% | +0.8% |
| 30D | -13.0% | -6.8% | -6.2% | -13.8% |
| 3M | -6.0% | -4.8% | -1.2% | -6.1% |
| 6M | +6.4% | -9.1% | +15.4% | +6.0% |
| YTD | +5.0% | -5.9% | +10.9% | +5.0% |
| 1Y | +1.4% | -20.4% | +21.8% | +0.6% |
| 3Y | +336.8% | +36.6% | +300.2% | +313.7% |
| All | +336.8% | +34.2% | +302.6% | +313.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling