+53,204.8%
ORLY vs AIG
-49.9%
+53,254.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.1% | -2.4% | +0.2% | -1.8% |
| 30D | -7.6% | -2.9% | -4.7% | -7.3% |
| 3M | -5.5% | +0.8% | -6.3% | -5.6% |
| 6M | -9.7% | -2.7% | -7.1% | -9.4% |
| YTD | -6.2% | -11.2% | +4.9% | -5.0% |
| 1Y | -18.6% | -1.5% | -17.1% | -18.7% |
| 3Y | +33.8% | +34.4% | -0.5% | +28.0% |
| 5Y | +116.5% | +54.4% | +62.1% | +101.9% |
| 10Y | +361.0% | +64.4% | +296.6% | +312.4% |
| All | +53,204.8% | -49.9% | +53,254.7% | +59,074.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling