+208.7%
ORLY vs ABCL
-81.2%
+289.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.7% |
| 7D | +2.6% | -3.3% | +5.8% | +2.6% |
| 30D | +6.3% | -7.1% | +13.5% | +6.4% |
| 3M | -0.4% | +4.7% | -5.2% | -0.6% |
| 6M | +2.8% | +140.9% | -138.1% | +0.7% |
| YTD | +1.1% | +236.0% | -234.9% | -1.8% |
| 1Y | -6.3% | +217.4% | -223.7% | -8.9% |
| 3Y | +38.9% | +188.7% | -149.8% | +33.1% |
| 5Y | +113.1% | -23.5% | +136.6% | +106.5% |
| All | +208.7% | -81.2% | +289.9% | +204.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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