+29.4%
ORLY vs AS
+134.9%
-105.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | +2.0% | +6.9% | -4.9% | +1.9% |
| 30D | +6.2% | +16.0% | -9.8% | +6.0% |
| 3M | -3.7% | -12.8% | +9.1% | -3.6% |
| 6M | -5.2% | -15.4% | +10.2% | -5.1% |
| YTD | -1.4% | -15.7% | +14.3% | -1.5% |
| 1Y | -5.4% | +6.1% | -11.4% | -5.6% |
| All | +29.4% | +134.9% | -105.4% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling