-8.7%
ORLY vs AS
+2.8%
-11.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.4% |
| 7D | -1.9% | -3.0% | +1.1% | -1.9% |
| 30D | +4.5% | +9.6% | -5.1% | +4.3% |
| 3M | -2.2% | -8.2% | +6.0% | -2.2% |
| 6M | -0.9% | -9.9% | +9.0% | -1.1% |
| YTD | -0.7% | -16.8% | +16.1% | -2.1% |
| 1Y | -8.7% | +3.0% | -11.7% | -5.5% |
| All | -8.7% | +2.8% | -11.5% | -5.5% |
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