+36.1%
ORLY vs AA
+73.4%
-37.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.1% | -0.8% |
| 7D | -2.1% | -5.4% | +3.2% | -2.3% |
| 30D | -7.6% | -10.7% | +3.1% | -7.8% |
| 3M | -5.5% | -26.2% | +20.7% | -5.8% |
| 6M | -9.7% | -20.9% | +11.2% | -10.0% |
| YTD | -6.2% | -8.6% | +2.4% | -6.3% |
| 1Y | -18.6% | +57.4% | -76.0% | -18.1% |
| All | +36.1% | +73.4% | -37.3% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling