+117.8%
ORLY vs ABCL
-39.9%
+157.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | -2.3% | +1.4% | -3.8% | -2.4% |
| 30D | -8.2% | +65.1% | -73.2% | -9.5% |
| 3M | -3.5% | +111.1% | -114.6% | -5.8% |
| 6M | -9.2% | +231.6% | -240.8% | -13.0% |
| YTD | -5.8% | +234.5% | -240.3% | -9.9% |
| 1Y | -19.3% | +174.3% | -193.6% | -22.7% |
| 3Y | +34.4% | +111.5% | -77.0% | +28.2% |
| 5Y | +117.8% | -37.3% | +155.1% | +114.3% |
| All | +117.8% | -39.9% | +157.7% | +114.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling