+36.6%
ORLY vs ALNY
+23.4%
+13.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -2.4% | -6.5% | +4.2% | -2.0% |
| 30D | -6.8% | +11.0% | -17.8% | -7.4% |
| 3M | -4.8% | -14.1% | +9.3% | -4.3% |
| 6M | -9.1% | -22.4% | +13.3% | -8.3% |
| YTD | -5.9% | -37.5% | +31.6% | -4.5% |
| 1Y | -20.4% | -46.9% | +26.5% | -18.9% |
| 3Y | +36.6% | +22.1% | +14.5% | +33.9% |
| All | +36.6% | +23.4% | +13.2% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling