+361.0%
ORLY vs ALNY
+260.0%
+101.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -2.4% | -6.5% | +4.2% | -1.9% |
| 30D | -6.8% | +11.0% | -17.8% | -7.5% |
| 3M | -4.8% | -14.1% | +9.3% | -4.2% |
| 6M | -9.1% | -22.4% | +13.3% | -8.0% |
| YTD | -5.9% | -37.5% | +31.6% | -3.6% |
| 1Y | -20.4% | -46.9% | +26.5% | -17.7% |
| 3Y | +36.6% | +22.1% | +14.5% | +32.4% |
| 5Y | +117.3% | +31.2% | +86.1% | +106.0% |
| All | +361.0% | +260.0% | +101.0% | +309.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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