+117.8%
ORLY vs AMBA
-53.5%
+171.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.3% |
| 7D | -2.3% | -6.4% | +4.1% | -2.1% |
| 30D | -8.2% | -26.8% | +18.7% | -7.2% |
| 3M | -3.5% | -7.6% | +4.1% | -3.6% |
| 6M | -9.2% | +21.2% | -30.4% | -10.5% |
| YTD | -5.8% | -10.4% | +4.6% | -6.3% |
| 1Y | -19.3% | -24.4% | +5.1% | -19.3% |
| 3Y | +34.4% | +6.0% | +28.4% | +29.4% |
| 5Y | +117.8% | -53.9% | +171.7% | +106.9% |
| All | +117.8% | -53.5% | +171.3% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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