+361.0%
ORLY vs ALM
+2,589.2%
-2,228.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.5% | +6.9% | +0.5% |
| 7D | -2.4% | -11.8% | +9.5% | -2.2% |
| 30D | -6.8% | +7.8% | -14.6% | -7.0% |
| 3M | -4.8% | -9.3% | +4.5% | -4.8% |
| 6M | -9.1% | -30.5% | +21.4% | -8.9% |
| YTD | -5.9% | +75.8% | -81.7% | -7.2% |
| 1Y | -20.4% | +241.2% | -261.6% | -22.4% |
| 3Y | +36.6% | +1,872.6% | -1,836.0% | +28.8% |
| 5Y | +117.3% | +849.6% | -732.3% | +106.1% |
| All | +361.0% | +2,589.2% | -2,228.2% | +315.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling