+3.9%
ORLY vs ADVB
-96.8%
+100.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -23.6% | +24.3% | +0.4% |
| 7D | +2.6% | +27.8% | -25.2% | +3.0% |
| 30D | +6.3% | -50.8% | +57.1% | +5.7% |
| 3M | -0.4% | -70.5% | +70.1% | -1.5% |
| 6M | +2.8% | -46.7% | +49.5% | +1.9% |
| YTD | +1.1% | -56.7% | +57.8% | +0.3% |
| 1Y | -6.3% | -71.8% | +65.5% | -6.8% |
| All | +3.9% | -96.8% | +100.7% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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