-19.5%
ORLY vs ADVB
-3.0%
-16.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.3% | +5.6% | +0.1% |
| 7D | -1.0% | -13.0% | +12.0% | -1.2% |
| 30D | -6.7% | +7.5% | -14.1% | -6.5% |
| 3M | -3.8% | +129.1% | -132.9% | -3.2% |
| 6M | -9.0% | +71.7% | -80.7% | -8.1% |
| YTD | -5.6% | +45.5% | -51.2% | -4.6% |
| 1Y | -19.5% | -2.7% | -16.7% | -18.4% |
| All | -19.5% | -3.0% | -16.5% | -18.4% |
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