+359.4%
ORLY vs AMC
-99.0%
+458.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.7% |
| 7D | -2.1% | -7.1% | +4.9% | -2.1% |
| 30D | -7.6% | -1.7% | -6.0% | -7.6% |
| 3M | -5.5% | +13.5% | -18.9% | -5.5% |
| 6M | -9.7% | +112.6% | -122.3% | -9.9% |
| YTD | -6.2% | +51.3% | -57.5% | -6.4% |
| 1Y | -18.6% | -14.5% | -4.2% | -18.7% |
| 3Y | +33.8% | -67.1% | +101.0% | +33.8% |
| 5Y | +116.5% | -99.5% | +216.1% | +117.0% |
| All | +359.4% | -99.0% | +458.3% | +380.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AMC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling