+26.6%
ORLY vs AS
+120.4%
-93.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.0% | +0.5% |
| 7D | -0.7% | -4.9% | +4.2% | -0.6% |
| 30D | -5.9% | -19.6% | +13.7% | -5.8% |
| 3M | -0.6% | -14.4% | +13.8% | -0.5% |
| 6M | -6.8% | -20.1% | +13.4% | -6.7% |
| YTD | -3.6% | -20.9% | +17.3% | -3.6% |
| 1Y | -16.3% | -21.9% | +5.5% | -16.2% |
| All | +26.6% | +120.4% | -93.8% | +23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling