+361.0%
ORLY vs ATI
+1,154.1%
-793.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -2.4% | -5.6% | +3.3% | -1.6% |
| 30D | -6.8% | -13.7% | +7.0% | -5.0% |
| 3M | -4.8% | -0.4% | -4.4% | -5.0% |
| 6M | -9.1% | +26.2% | -35.3% | -12.5% |
| YTD | -5.9% | +73.2% | -79.1% | -13.3% |
| 1Y | -20.4% | +161.6% | -182.0% | -30.9% |
| 3Y | +36.6% | +346.2% | -309.6% | +6.6% |
| 5Y | +117.3% | +1,047.6% | -930.3% | +42.9% |
| All | +361.0% | +1,154.1% | -793.1% | +160.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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