+54,688.5%
ORLY vs ADM
+1,540.9%
+53,147.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -0.7% | +3.8% | -4.5% | -1.5% |
| 30D | -5.9% | +9.8% | -15.7% | -8.0% |
| 3M | -0.6% | +2.1% | -2.7% | -1.4% |
| 6M | -6.8% | +27.5% | -34.3% | -12.4% |
| YTD | -3.6% | +50.2% | -53.8% | -12.8% |
| 1Y | -16.3% | +40.6% | -56.9% | -23.4% |
| 3Y | +39.1% | +17.2% | +21.9% | +29.9% |
| 5Y | +125.4% | +61.9% | +63.5% | +92.3% |
| 10Y | +366.5% | +159.3% | +207.3% | +250.2% |
| All | +54,688.5% | +1,540.9% | +53,147.6% | +28,055.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling