-18.6%
ORLY vs ALC
-15.7%
-3.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.1% | -0.2% |
| 7D | -2.1% | -7.7% | +5.5% | -0.8% |
| 30D | -7.6% | -11.7% | +4.1% | -5.7% |
| 3M | -5.5% | +0.7% | -6.1% | -5.8% |
| 6M | -9.7% | -17.1% | +7.4% | -7.9% |
| YTD | -6.2% | -15.1% | +8.9% | -5.0% |
| 1Y | -18.6% | -14.1% | -4.5% | -17.8% |
| All | -18.6% | -15.7% | -3.0% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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