+1,457.0%
ORLY vs AMBA
+837.3%
+619.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.6% |
| 7D | -0.7% | -11.0% | +10.3% | +0.1% |
| 30D | -5.9% | -23.2% | +17.2% | -4.3% |
| 3M | -0.6% | -12.7% | +12.1% | -0.5% |
| 6M | -6.8% | +11.2% | -18.0% | -8.7% |
| YTD | -3.6% | -11.2% | +7.6% | -4.4% |
| 1Y | -16.3% | -22.5% | +6.2% | -16.6% |
| 3Y | +39.1% | -1.3% | +40.5% | +32.4% |
| 5Y | +125.4% | -54.2% | +179.6% | +120.6% |
| 10Y | +366.5% | -6.1% | +372.7% | +301.5% |
| All | +1,457.0% | +837.3% | +619.8% | +952.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling