+36.1%
ORLY vs AG
+260.2%
-224.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | -0.6% |
| 7D | -2.1% | -5.8% | +3.7% | -2.1% |
| 30D | -7.6% | +6.4% | -14.0% | -7.7% |
| 3M | -5.5% | +28.4% | -33.8% | -5.7% |
| 6M | -9.7% | -24.5% | +14.7% | -9.5% |
| YTD | -6.2% | +21.2% | -27.4% | -6.1% |
| 1Y | -18.6% | +114.1% | -132.7% | -18.6% |
| All | +36.1% | +260.2% | -224.1% | +36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling