-20.4%
ORLY vs AMDL
+476.7%
-497.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.9% | -4.5% | +0.5% |
| 7D | -2.4% | +15.9% | -18.3% | -2.0% |
| 30D | -6.8% | +10.5% | -17.2% | -6.4% |
| 3M | -4.8% | -4.7% | 0.0% | -4.3% |
| 6M | -9.1% | +355.2% | -364.2% | -6.5% |
| YTD | -5.9% | +270.9% | -276.8% | -3.0% |
| 1Y | -20.4% | +499.5% | -519.9% | -16.3% |
| All | -20.4% | +476.7% | -497.1% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 1y: compounded portfolio wealth divided by compounded AMDL 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…
1y analysis · Full analysis span regression · 6 months rolling