+118.0%
ORLY vs ALLY
-1.1%
+119.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | -1.0% | -1.9% | +0.9% | -0.8% |
| 30D | -6.7% | -4.5% | -2.2% | -6.3% |
| 3M | -3.8% | -2.8% | -1.0% | -3.7% |
| 6M | -9.0% | +10.3% | -19.3% | -10.0% |
| YTD | -5.6% | -5.7% | +0.1% | -5.4% |
| 1Y | -19.5% | +3.9% | -23.4% | -20.2% |
| 3Y | +34.7% | +64.7% | -30.0% | +24.7% |
| 5Y | +118.0% | -2.6% | +120.6% | +114.8% |
| All | +118.0% | -1.1% | +119.2% | +114.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling