+6,902.9%
AXP vs ORLY
+55,155.4%
-48,252.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | -1.1% | -1.0% | -0.1% | -0.8% |
| 30D | +5.2% | +3.9% | +1.4% | +4.0% |
| 3M | -4.6% | -4.0% | -0.6% | -3.5% |
| 6M | +3.2% | -3.4% | +6.6% | +3.7% |
| YTD | -11.3% | -1.6% | -9.8% | -12.0% |
| 1Y | -11.0% | -7.5% | -3.5% | -10.0% |
| 3Y | +120.2% | +37.7% | +82.5% | +94.0% |
| 5Y | +91.7% | +109.3% | -17.6% | +45.5% |
| 10Y | +440.3% | +409.9% | +30.5% | +204.4% |
| All | +6,902.9% | +55,155.4% | -48,252.5% | +1,443.2% |
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