+222.2%
ORLY vs ALC
+21.6%
+200.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.7% |
| 7D | -2.3% | -3.7% | +1.3% | -1.4% |
| 30D | -8.2% | -3.7% | -4.4% | -7.3% |
| 3M | -3.5% | +4.6% | -8.1% | -5.0% |
| 6M | -9.2% | -14.6% | +5.4% | -5.7% |
| YTD | -5.8% | -11.9% | +6.0% | -3.3% |
| 1Y | -19.3% | -13.1% | -6.1% | -16.9% |
| 3Y | +34.4% | -15.0% | +49.4% | +36.0% |
| 5Y | +117.8% | -16.2% | +134.0% | +118.9% |
| All | +222.2% | +21.6% | +200.6% | +156.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling