+3,600.1%
ORLY vs ACM
+230.8%
+3,369.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -0.7% | -3.7% | +3.1% | +0.3% |
| 30D | -5.9% | -11.1% | +5.2% | -3.3% |
| 3M | -0.6% | -8.0% | +7.4% | +1.1% |
| 6M | -6.8% | -29.7% | +22.9% | +1.7% |
| YTD | -3.6% | -29.4% | +25.7% | +4.2% |
| 1Y | -16.3% | -46.4% | +30.1% | -2.7% |
| 3Y | +39.1% | -22.3% | +61.5% | +43.4% |
| 5Y | +125.4% | +4.5% | +121.0% | +110.2% |
| 10Y | +366.5% | +127.6% | +238.9% | +227.2% |
| All | +3,600.1% | +230.8% | +3,369.3% | +1,860.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling