-3.2%
ORLY vs ADVB
-88.8%
+85.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | -2.3% |
| 7D | -2.3% | -14.0% | +11.6% | -2.5% |
| 30D | -8.2% | +41.0% | -49.1% | -7.8% |
| 3M | -3.5% | +127.9% | -131.4% | -3.3% |
| 6M | -9.2% | +101.3% | -110.6% | -9.0% |
| YTD | -5.8% | +53.8% | -59.6% | -5.4% |
| 1Y | -19.3% | +4.4% | -23.7% | -18.9% |
| All | -3.2% | -88.8% | +85.6% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling