+34.4%
ORLY vs ALLY
+69.8%
-35.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -2.1% |
| 7D | -2.3% | +1.0% | -3.4% | -2.4% |
| 30D | -8.2% | -3.3% | -4.9% | -8.0% |
| 3M | -3.5% | +0.5% | -4.0% | -3.6% |
| 6M | -9.2% | +12.6% | -21.8% | -9.7% |
| YTD | -5.8% | -4.7% | -1.2% | -5.8% |
| 1Y | -19.3% | +5.2% | -24.5% | -19.6% |
| 3Y | +34.4% | +66.5% | -32.0% | +27.7% |
| All | +34.4% | +69.8% | -35.4% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 3y: compounded portfolio wealth divided by compounded ALLY 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…
3y analysis · Full analysis span regression · 6 months rolling