+119.2%
ORLY vs APD
+22.2%
+96.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.5% |
| 7D | -2.4% | -3.3% | +0.9% | -1.8% |
| 30D | -6.8% | -4.2% | -2.6% | -6.1% |
| 3M | -4.8% | +5.4% | -10.2% | -5.7% |
| 6M | -9.1% | +6.3% | -15.3% | -10.3% |
| YTD | -5.9% | +20.3% | -26.2% | -9.3% |
| 1Y | -20.4% | +1.6% | -22.0% | -21.0% |
| 3Y | +36.6% | +4.0% | +32.6% | +34.6% |
| All | +119.2% | +22.2% | +96.9% | +98.3% |
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