+119.2%
ORLY vs AG
+63.6%
+55.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +0.4% |
| 7D | -2.4% | -6.7% | +4.4% | -2.2% |
| 30D | -6.8% | +2.2% | -8.9% | -6.9% |
| 3M | -4.8% | +15.7% | -20.4% | -5.2% |
| 6M | -9.1% | -23.8% | +14.7% | -8.6% |
| YTD | -5.9% | +17.6% | -23.5% | -6.7% |
| 1Y | -20.4% | +88.6% | -109.0% | -22.3% |
| 3Y | +36.6% | +253.4% | -216.8% | +28.7% |
| All | +119.2% | +63.6% | +55.5% | +110.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling