+114.5%
AXP vs ORLY
+35.9%
+78.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.2% |
| 7D | +0.6% | -2.3% | +2.9% | +0.8% |
| 30D | -4.3% | -8.2% | +3.8% | -3.5% |
| 3M | +4.7% | -3.5% | +8.2% | +5.0% |
| 6M | +9.0% | -9.2% | +18.2% | +10.0% |
| YTD | -11.1% | -5.8% | -5.3% | -10.9% |
| 1Y | +1.3% | -19.3% | +20.6% | +4.2% |
| 3Y | +114.5% | +34.4% | +80.0% | +109.4% |
| All | +114.5% | +35.9% | +78.6% | +109.4% |
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