+53,441.7%
ORLY vs ADP
+5,099.1%
+48,342.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.2% | -0.8% |
| 7D | -2.3% | -5.5% | +3.1% | 0.0% |
| 30D | -8.2% | -1.2% | -6.9% | -7.8% |
| 3M | -3.5% | +17.9% | -21.4% | -10.4% |
| 6M | -9.2% | +20.3% | -29.5% | -16.9% |
| YTD | -5.8% | +5.8% | -11.7% | -9.3% |
| 1Y | -19.3% | -7.7% | -11.6% | -17.6% |
| 3Y | +34.4% | +14.7% | +19.7% | +23.7% |
| 5Y | +117.8% | +45.8% | +72.1% | +78.2% |
| 10Y | +356.9% | +270.5% | +86.4% | +145.5% |
| All | +53,441.7% | +5,099.1% | +48,342.7% | +13,658.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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