+109.3%
ORLY vs AMBA
-69.7%
+179.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.3% | -5.4% | -0.3% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | +3.9% | -8.6% | +12.5% | +4.1% |
| 3M | -4.0% | -29.0% | +25.0% | -3.1% |
| 6M | -3.4% | -19.2% | +15.8% | -3.3% |
| YTD | -1.6% | -13.0% | +11.4% | -2.0% |
| 1Y | -7.5% | -31.3% | +23.7% | -7.2% |
| 3Y | +37.7% | +28.1% | +9.5% | +30.3% |
| 5Y | +109.3% | -69.4% | +178.8% | +111.9% |
| All | +109.3% | -69.7% | +179.1% | +111.9% |
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