+36.6%
ORLY vs AGI
+206.1%
-169.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | -2.4% | -2.7% | +0.4% | -2.3% |
| 30D | -6.8% | +7.2% | -14.0% | -7.0% |
| 3M | -4.8% | +4.3% | -9.0% | -4.9% |
| 6M | -9.1% | -27.1% | +18.0% | -8.1% |
| YTD | -5.9% | -6.6% | +0.7% | -5.7% |
| 1Y | -20.4% | +9.5% | -29.9% | -20.7% |
| 3Y | +36.6% | +208.4% | -171.9% | +33.9% |
| All | +36.6% | +206.1% | -169.5% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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