+38.9%
ORLY vs ACM
-9.1%
+48.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | +2.6% | +5.6% | -3.1% | +2.0% |
| 30D | +6.3% | +20.8% | -14.5% | +4.4% |
| 3M | -0.4% | +11.4% | -11.8% | -1.6% |
| 6M | +2.8% | +0.9% | +1.8% | +2.4% |
| YTD | +1.1% | -24.8% | +25.9% | +3.0% |
| 1Y | -6.3% | -46.4% | +40.2% | +0.6% |
| 3Y | +38.9% | -9.2% | +48.1% | +39.7% |
| All | +38.9% | -9.1% | +48.0% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 3y: compounded portfolio wealth divided by compounded ACM 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…
3y analysis · Full analysis span regression · 6 months rolling