+361.0%
ORLY vs AA
+122.9%
+238.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | -2.4% | -3.4% | +1.1% | -2.1% |
| 30D | -6.8% | -5.8% | -1.0% | -6.4% |
| 3M | -4.8% | -29.9% | +25.2% | -2.4% |
| 6M | -9.1% | -27.0% | +17.9% | -7.5% |
| YTD | -5.9% | -8.7% | +2.8% | -6.3% |
| 1Y | -20.4% | +50.6% | -71.0% | -24.5% |
| 3Y | +36.6% | +74.1% | -37.5% | +24.0% |
| 5Y | +117.3% | +2.6% | +114.7% | +100.6% |
| All | +361.0% | +122.9% | +238.1% | +220.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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