+118.0%
ORLY vs ACM
+2.7%
+115.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.8% |
| 7D | -1.0% | -3.7% | +2.6% | -0.3% |
| 30D | -6.7% | -12.7% | +6.0% | -4.5% |
| 3M | -3.8% | -9.8% | +6.0% | -2.3% |
| 6M | -9.0% | -31.4% | +22.4% | -2.6% |
| YTD | -5.6% | -32.1% | +26.5% | +0.6% |
| 1Y | -19.5% | -47.8% | +28.3% | -8.9% |
| 3Y | +34.7% | -22.1% | +56.8% | +33.9% |
| 5Y | +118.0% | +1.8% | +116.3% | +98.8% |
| All | +118.0% | +2.7% | +115.3% | +98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling