+37.0%
ORLY vs ADM
+20.9%
+16.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | +0.1% |
| 7D | -1.0% | +1.4% | -2.4% | -1.1% |
| 30D | -6.7% | +8.2% | -14.9% | -7.1% |
| 3M | -3.8% | +8.7% | -12.5% | -4.3% |
| 6M | -9.0% | +29.1% | -38.1% | -10.7% |
| YTD | -5.6% | +53.7% | -59.3% | -8.5% |
| 1Y | -19.5% | +43.2% | -62.7% | -21.6% |
| All | +37.0% | +20.9% | +16.0% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling