+188.3%
ORLY vs ABCL
-81.9%
+270.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.3% |
| 7D | -1.0% | -2.7% | +1.7% | -1.0% |
| 30D | -6.7% | +18.3% | -25.0% | -7.0% |
| 3M | -3.8% | +108.5% | -112.3% | -5.2% |
| 6M | -9.0% | +213.9% | -222.9% | -11.4% |
| YTD | -5.6% | +223.1% | -228.7% | -8.2% |
| 1Y | -19.5% | +160.6% | -180.1% | -21.6% |
| 3Y | +34.7% | +104.3% | -69.5% | +30.4% |
| 5Y | +118.0% | -40.0% | +158.1% | +111.3% |
| All | +188.3% | -81.9% | +270.1% | +185.1% |
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