-20.4%
ORLY vs AIG
-1.2%
-19.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -2.4% | -1.2% | -1.2% | -2.2% |
| 30D | -6.8% | -1.1% | -5.7% | -6.6% |
| 3M | -4.8% | +0.7% | -5.4% | -4.6% |
| 6M | -9.1% | -2.2% | -6.9% | -9.0% |
| YTD | -5.9% | -10.8% | +4.9% | -5.9% |
| 1Y | -20.4% | -2.0% | -18.4% | -20.0% |
| All | -20.4% | -1.2% | -19.2% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 1y: compounded portfolio wealth divided by compounded AIG 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…
1y analysis · Full analysis span regression · 6 months rolling