+1,077.6%
ORLY vs ALM
+7,705.7%
-6,628.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.6% |
| 7D | -0.7% | -2.6% | +1.9% | -0.7% |
| 30D | -5.9% | +32.0% | -37.9% | -5.9% |
| 3M | -0.6% | -15.0% | +14.5% | -0.6% |
| 6M | -6.8% | -10.1% | +3.4% | -6.8% |
| YTD | -3.6% | +99.4% | -103.1% | -3.6% |
| 1Y | -16.3% | +316.4% | -332.7% | -16.3% |
| 3Y | +39.1% | +2,022.0% | -1,982.8% | +39.3% |
| 5Y | +125.4% | +941.2% | -815.7% | +125.6% |
| 10Y | +366.5% | +2,950.3% | -2,583.8% | +367.8% |
| All | +1,077.6% | +7,705.7% | -6,628.1% | +1,093.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling