-5.7%
ORLY vs AMRZ
-19.2%
+13.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.6% | +0.4% |
| 7D | -1.0% | -4.7% | +3.6% | -0.7% |
| 30D | -6.7% | -11.3% | +4.6% | -6.1% |
| 3M | -3.8% | -22.1% | +18.2% | -2.7% |
| 6M | -9.0% | -29.6% | +20.6% | -7.6% |
| YTD | -5.6% | -23.3% | +17.7% | -4.7% |
| 1Y | -19.5% | -23.7% | +4.2% | -18.2% |
| All | -5.7% | -19.2% | +13.6% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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