-20.4%
ORLY vs ALNY
-47.6%
+27.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -2.4% | -6.5% | +4.2% | -1.6% |
| 30D | -6.8% | +11.0% | -17.8% | -8.0% |
| 3M | -4.8% | -14.1% | +9.3% | -3.9% |
| 6M | -9.1% | -22.4% | +13.3% | -7.7% |
| YTD | -5.9% | -37.5% | +31.6% | -4.5% |
| 1Y | -20.4% | -46.9% | +26.5% | -20.1% |
| All | -20.4% | -47.6% | +27.2% | -20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling