+33,381.9%
ORLY vs ALB
+2,835.3%
+30,546.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.0% | +1.4% |
| 7D | -0.7% | -8.1% | +7.4% | +0.8% |
| 30D | -5.9% | +6.3% | -12.2% | -7.2% |
| 3M | -0.6% | -23.6% | +23.0% | +3.8% |
| 6M | -6.8% | -24.6% | +17.8% | -3.4% |
| YTD | -3.6% | -10.3% | +6.6% | -4.2% |
| 1Y | -16.3% | +61.5% | -77.8% | -27.0% |
| 3Y | +39.1% | -34.0% | +73.1% | +36.1% |
| 5Y | +125.4% | -44.6% | +170.0% | +116.7% |
| 10Y | +366.5% | +76.1% | +290.4% | +201.3% |
| All | +33,381.9% | +2,835.3% | +30,546.6% | +10,063.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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