+361.0%
ORLY vs ADM
+177.9%
+183.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -2.4% | +2.5% | -4.8% | -3.0% |
| 30D | -6.8% | +9.5% | -16.2% | -9.1% |
| 3M | -4.8% | +10.6% | -15.4% | -7.7% |
| 6M | -9.1% | +24.0% | -33.1% | -15.0% |
| YTD | -5.9% | +54.0% | -59.9% | -17.5% |
| 1Y | -20.4% | +45.3% | -65.7% | -29.3% |
| 3Y | +36.6% | +21.8% | +14.8% | +25.5% |
| 5Y | +117.3% | +66.8% | +50.5% | +69.2% |
| All | +361.0% | +177.9% | +183.2% | +169.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling