+118.0%
ORLY vs AFRM
-22.6%
+140.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +0.4% |
| 7D | -1.0% | -8.0% | +7.0% | -0.8% |
| 30D | -6.7% | -9.8% | +3.1% | -6.4% |
| 3M | -3.8% | +4.7% | -8.5% | -4.0% |
| 6M | -9.0% | +34.1% | -43.1% | -9.9% |
| YTD | -5.6% | -8.4% | +2.8% | -5.7% |
| 1Y | -19.5% | -22.9% | +3.4% | -19.3% |
| 3Y | +34.7% | +203.3% | -168.6% | +25.9% |
| 5Y | +118.0% | -26.0% | +144.0% | +99.3% |
| All | +118.0% | -22.6% | +140.6% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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