+1,169.6%
ORLY vs AMCR
+96.6%
+1,073.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -2.1% | -5.0% | +2.8% | -1.1% |
| 30D | -7.6% | -8.0% | +0.4% | -6.0% |
| 3M | -5.5% | +14.3% | -19.7% | -8.3% |
| 6M | -9.7% | +5.3% | -15.0% | -11.1% |
| YTD | -6.2% | +7.7% | -14.0% | -8.4% |
| 1Y | -18.6% | +10.8% | -29.5% | -21.1% |
| 3Y | +33.8% | +9.6% | +24.3% | +28.7% |
| 5Y | +116.5% | -10.2% | +126.7% | +116.6% |
| 10Y | +361.0% | +16.5% | +344.6% | +317.3% |
| All | +1,169.6% | +96.6% | +1,073.0% | +1,047.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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