+116.5%
ORLY vs ATI
+1,021.8%
-905.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | -0.4% |
| 7D | -2.1% | -2.7% | +0.6% | -2.0% |
| 30D | -7.6% | -13.5% | +5.9% | -6.7% |
| 3M | -5.5% | +8.5% | -14.0% | -6.3% |
| 6M | -9.7% | +25.2% | -34.9% | -11.7% |
| YTD | -6.2% | +73.4% | -79.7% | -10.7% |
| 1Y | -18.6% | +160.5% | -179.2% | -25.2% |
| 3Y | +33.8% | +347.3% | -313.5% | +14.1% |
| 5Y | +116.5% | +1,049.0% | -932.4% | +71.3% |
| All | +116.5% | +1,021.8% | -905.2% | +71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling