+6,736.4%
ORLY vs AGG
+96.0%
+6,640.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | -2.4% | -1.1% | -1.3% | -2.5% |
| 30D | -6.8% | -1.1% | -5.6% | -6.9% |
| 3M | -4.8% | -1.9% | -2.8% | -5.0% |
| 6M | -9.1% | -1.7% | -7.4% | -9.3% |
| YTD | -5.9% | -1.3% | -4.6% | -6.1% |
| 1Y | -20.4% | -0.7% | -19.7% | -20.5% |
| 3Y | +36.6% | +12.5% | +24.1% | +39.7% |
| 5Y | +117.3% | -2.5% | +119.8% | +110.6% |
| 10Y | +362.7% | +14.2% | +348.5% | +389.5% |
| All | +6,736.4% | +96.0% | +6,640.4% | +9,905.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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