+4,053.6%
ORLY vs AG
+445.6%
+3,608.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.5% | +0.7% |
| 7D | -0.7% | +1.0% | -1.7% | -0.7% |
| 30D | -5.9% | +19.2% | -25.1% | -6.7% |
| 3M | -0.6% | +6.2% | -6.7% | -1.1% |
| 6M | -6.8% | -26.7% | +19.9% | -6.1% |
| YTD | -3.6% | +26.1% | -29.8% | -5.3% |
| 1Y | -16.3% | +131.7% | -148.0% | -20.2% |
| 3Y | +39.1% | +255.3% | -216.2% | +28.3% |
| 5Y | +125.4% | +61.9% | +63.5% | +112.5% |
| 10Y | +366.5% | +72.0% | +294.5% | +320.7% |
| All | +4,053.6% | +445.6% | +3,608.0% | +2,719.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling