+36.1%
ORLY vs ATI
+341.5%
-305.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | -0.5% |
| 7D | -2.1% | -2.7% | +0.6% | -2.1% |
| 30D | -7.6% | -13.5% | +5.9% | -7.2% |
| 3M | -5.5% | +8.5% | -14.0% | -5.9% |
| 6M | -9.7% | +25.2% | -34.9% | -10.9% |
| YTD | -6.2% | +73.4% | -79.7% | -8.6% |
| 1Y | -18.6% | +160.5% | -179.2% | -22.1% |
| All | +36.1% | +341.5% | -305.4% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling