+112.8%
ORLY vs APD
+16.4%
+96.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +2.6% | +3.8% | -1.3% | +1.9% |
| 30D | +6.3% | +8.2% | -1.9% | +4.9% |
| 3M | -0.4% | +4.3% | -4.7% | -1.2% |
| 6M | +2.8% | +4.7% | -1.9% | +1.8% |
| YTD | +1.1% | +31.5% | -30.5% | -4.2% |
| 1Y | -6.3% | +23.5% | -29.8% | -10.2% |
| 3Y | +38.9% | +29.1% | +9.7% | +30.2% |
| All | +112.8% | +16.4% | +96.4% | +101.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling