+116.5%
ORLY vs ALM
+856.4%
-739.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.6% | +8.9% | -0.5% |
| 7D | -2.1% | -7.1% | +5.0% | -2.0% |
| 30D | -7.6% | +24.7% | -32.3% | -8.1% |
| 3M | -5.5% | +8.3% | -13.8% | -5.9% |
| 6M | -9.7% | -22.2% | +12.5% | -9.7% |
| YTD | -6.2% | +88.1% | -94.3% | -7.8% |
| 1Y | -18.6% | +272.4% | -291.0% | -21.0% |
| 3Y | +33.8% | +2,004.1% | -1,970.3% | +26.0% |
| 5Y | +116.5% | +915.8% | -799.3% | +106.5% |
| All | +116.5% | +856.4% | -739.9% | +106.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling