+53,441.7%
ORLY vs AME
+13,391.2%
+40,050.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -2.3% | +2.8% | -5.1% | -3.3% |
| 30D | -8.2% | -6.3% | -1.9% | -6.2% |
| 3M | -3.5% | +5.4% | -8.9% | -5.6% |
| 6M | -9.2% | +7.4% | -16.6% | -11.9% |
| YTD | -5.8% | +16.2% | -22.0% | -11.2% |
| 1Y | -19.3% | +26.8% | -46.1% | -26.3% |
| 3Y | +34.4% | +57.5% | -23.1% | +12.0% |
| 5Y | +117.8% | +84.8% | +33.0% | +70.6% |
| 10Y | +356.9% | +424.3% | -67.4% | +149.1% |
| All | +53,441.7% | +13,391.2% | +40,050.5% | +14,586.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling