+359.4%
ORLY vs AG
+73.4%
+285.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | -0.5% |
| 7D | -2.1% | -5.8% | +3.7% | -1.9% |
| 30D | -7.6% | +6.4% | -14.0% | -7.9% |
| 3M | -5.5% | +28.4% | -33.8% | -6.5% |
| 6M | -9.7% | -24.5% | +14.7% | -9.1% |
| YTD | -6.2% | +21.2% | -27.4% | -7.6% |
| 1Y | -18.6% | +114.1% | -132.7% | -22.0% |
| 3Y | +33.8% | +268.0% | -234.2% | +23.2% |
| 5Y | +116.5% | +67.3% | +49.2% | +104.5% |
| All | +359.4% | +73.4% | +285.9% | +310.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling