-6.9%
ORLY vs ADVB
-64.3%
+57.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +42.7% | -41.5% | +1.8% |
| 7D | +0.1% | +74.2% | -74.1% | +1.2% |
| 30D | +6.4% | -35.9% | +42.3% | +5.8% |
| 3M | -0.5% | -56.4% | +55.9% | -1.7% |
| 6M | -0.3% | -36.7% | +36.4% | -0.6% |
| YTD | +0.4% | -43.3% | +43.7% | +0.6% |
| All | -6.9% | -64.3% | +57.4% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling