+57,369.0%
ORLY vs APD
+3,220.5%
+54,148.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +2.6% | +3.8% | -1.3% | +1.3% |
| 30D | +6.3% | +8.2% | -1.9% | +3.6% |
| 3M | -0.4% | +4.3% | -4.7% | -1.9% |
| 6M | +2.8% | +4.7% | -1.9% | +0.8% |
| YTD | +1.1% | +31.5% | -30.5% | -8.7% |
| 1Y | -6.3% | +23.5% | -29.8% | -13.7% |
| 3Y | +38.9% | +29.1% | +9.7% | +22.3% |
| 5Y | +113.1% | +15.9% | +97.2% | +91.1% |
| 10Y | +426.2% | +191.9% | +234.3% | +231.7% |
| All | +57,369.0% | +3,220.5% | +54,148.5% | +17,326.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling