+173.1%
ORLY vs AFRM
-20.4%
+193.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +0.6% |
| 7D | -0.7% | -7.0% | +6.3% | -0.5% |
| 30D | -5.9% | -7.8% | +1.9% | -5.8% |
| 3M | -0.6% | +5.3% | -5.9% | -0.8% |
| 6M | -6.8% | +42.6% | -49.4% | -7.7% |
| YTD | -3.6% | -2.8% | -0.8% | -3.8% |
| 1Y | -16.3% | -19.3% | +3.0% | -16.2% |
| 3Y | +39.1% | +231.0% | -191.8% | +31.4% |
| 5Y | +125.4% | -22.2% | +147.7% | +110.1% |
| All | +173.1% | -20.4% | +193.5% | +150.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling