+36,622.9%
ORLY vs ACGL
+4,960.6%
+31,662.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.6% |
| 7D | +2.6% | +2.2% | +0.4% | +2.1% |
| 30D | +6.3% | +12.3% | -6.0% | +3.6% |
| 3M | -0.4% | +11.8% | -12.2% | -2.9% |
| 6M | +2.8% | +17.5% | -14.7% | -0.9% |
| YTD | +1.1% | +14.3% | -13.2% | -2.1% |
| 1Y | -6.3% | +18.2% | -24.4% | -9.9% |
| 3Y | +38.9% | +33.2% | +5.7% | +29.0% |
| 5Y | +113.1% | +174.3% | -61.2% | +68.0% |
| 10Y | +426.2% | +326.3% | +99.9% | +274.0% |
| All | +36,622.9% | +4,960.6% | +31,662.3% | +20,708.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 all: compounded portfolio wealth divided by compounded ACGL 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…
all analysis · Full analysis span regression · 6 months rolling