+118.0%
ORLY vs ALC
-17.4%
+135.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | -1.0% | -5.3% | +4.3% | 0.0% |
| 30D | -6.7% | -7.1% | +0.4% | -5.4% |
| 3M | -3.8% | +0.8% | -4.6% | -4.1% |
| 6M | -9.0% | -16.0% | +7.0% | -6.4% |
| YTD | -5.6% | -12.7% | +7.1% | -3.7% |
| 1Y | -19.5% | -12.8% | -6.7% | -17.9% |
| 3Y | +34.7% | -15.8% | +50.6% | +36.4% |
| 5Y | +118.0% | -16.7% | +134.7% | +123.8% |
| All | +118.0% | -17.4% | +135.5% | +123.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling