+361.0%
ORLY vs APD
+166.7%
+194.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.6% |
| 7D | -2.4% | -3.3% | +0.9% | -1.3% |
| 30D | -6.8% | -4.2% | -2.6% | -5.5% |
| 3M | -4.8% | +5.4% | -10.2% | -6.6% |
| 6M | -9.1% | +6.3% | -15.3% | -11.3% |
| YTD | -5.9% | +20.3% | -26.2% | -12.1% |
| 1Y | -20.4% | +1.6% | -22.0% | -21.7% |
| 3Y | +36.6% | +4.0% | +32.6% | +29.9% |
| 5Y | +117.3% | +23.3% | +94.0% | +87.1% |
| All | +361.0% | +166.7% | +194.4% | +164.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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