-16.3%
ORLY vs AS
-21.9%
+5.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.0% | +0.6% |
| 7D | -0.7% | -4.9% | +4.2% | -0.7% |
| 30D | -5.9% | -19.6% | +13.7% | -6.0% |
| 3M | -0.6% | -14.4% | +13.8% | -0.7% |
| 6M | -6.8% | -20.1% | +13.4% | -7.7% |
| YTD | -3.6% | -20.9% | +17.3% | -4.7% |
| 1Y | -16.3% | -21.9% | +5.5% | -15.5% |
| All | -16.3% | -21.9% | +5.6% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling