+2.0%
ORLY vs ADVB
-97.1%
+99.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.0% | -8.7% | +1.4% |
| 7D | -1.9% | +10.5% | -12.4% | -1.8% |
| 30D | +4.5% | -56.0% | +60.5% | +3.6% |
| 3M | -2.2% | -70.1% | +67.9% | -3.4% |
| 6M | -0.9% | -53.7% | +52.8% | -1.8% |
| YTD | -0.7% | -60.3% | +59.5% | -1.7% |
| 1Y | -8.7% | -73.1% | +64.4% | -9.4% |
| All | +2.0% | -97.1% | +99.1% | +12.5% |
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