+119.2%
ORLY vs AME
+89.9%
+29.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | -0.6% |
| 7D | -2.4% | +1.7% | -4.1% | -2.9% |
| 30D | -6.8% | -6.4% | -0.3% | -5.0% |
| 3M | -4.8% | +7.1% | -11.8% | -7.0% |
| 6M | -9.1% | +8.2% | -17.2% | -11.7% |
| YTD | -5.9% | +18.2% | -24.1% | -11.5% |
| 1Y | -20.4% | +26.7% | -47.2% | -27.0% |
| 3Y | +36.6% | +60.7% | -24.1% | +10.9% |
| All | +119.2% | +89.9% | +29.3% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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