+23.7%
ORLY vs AS
+114.1%
-90.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.6% | -2.2% |
| 7D | -2.3% | -2.6% | +0.3% | -2.3% |
| 30D | -8.2% | -22.1% | +14.0% | -8.0% |
| 3M | -3.5% | -15.3% | +11.8% | -3.4% |
| 6M | -9.2% | -15.6% | +6.4% | -9.1% |
| YTD | -5.8% | -23.2% | +17.4% | -5.8% |
| 1Y | -19.3% | -21.7% | +2.4% | -19.1% |
| All | +23.7% | +114.1% | -90.4% | +20.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling