+53,204.8%
ORLY vs AFL
+8,078.7%
+45,126.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | -2.1% | -3.3% | +1.1% | -1.3% |
| 30D | -7.6% | -5.0% | -2.7% | -6.4% |
| 3M | -5.5% | -1.8% | -3.7% | -5.1% |
| 6M | -9.7% | +4.8% | -14.6% | -10.9% |
| YTD | -6.2% | +5.4% | -11.7% | -7.8% |
| 1Y | -18.6% | +9.0% | -27.6% | -20.7% |
| 3Y | +33.8% | +63.0% | -29.2% | +16.4% |
| 5Y | +116.5% | +134.5% | -18.0% | +70.1% |
| 10Y | +361.0% | +298.6% | +62.4% | +208.7% |
| All | +53,204.8% | +8,078.7% | +45,126.2% | +16,073.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 all: compounded portfolio wealth divided by compounded AFL 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…
all analysis · Full analysis span regression · 6 months rolling