+116.5%
ORLY vs AA
+5.3%
+111.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.1% | -0.6% |
| 7D | -2.1% | -5.4% | +3.2% | -2.1% |
| 30D | -7.6% | -10.7% | +3.1% | -7.5% |
| 3M | -5.5% | -26.2% | +20.7% | -4.9% |
| 6M | -9.7% | -20.9% | +11.2% | -9.5% |
| YTD | -6.2% | -8.6% | +2.4% | -6.5% |
| 1Y | -18.6% | +57.4% | -76.0% | -20.3% |
| 3Y | +33.8% | +77.8% | -44.0% | +28.4% |
| 5Y | +116.5% | +2.7% | +113.8% | +116.0% |
| All | +116.5% | +5.3% | +111.2% | +116.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling