+427.5%
ORLY vs AMT
+136.5%
+291.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.4% |
| 7D | +2.6% | +1.5% | +1.0% | +2.1% |
| 30D | +6.3% | +6.8% | -0.5% | +4.1% |
| 3M | -0.4% | +11.2% | -11.6% | -3.9% |
| 6M | +2.8% | +12.5% | -9.7% | -1.5% |
| YTD | +1.1% | +12.5% | -11.4% | -3.5% |
| 1Y | -6.3% | +10.1% | -16.4% | -9.9% |
| 3Y | +38.9% | +16.0% | +22.8% | +28.0% |
| 5Y | +113.1% | -17.2% | +130.2% | +118.2% |
| All | +427.5% | +136.5% | +291.1% | +313.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 10y: compounded portfolio wealth divided by compounded AMT 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…
10y analysis · Full analysis span regression · 6 months rolling