+10,918.2%
ORLY vs ATI
+1,093.4%
+9,824.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -1.0% | +2.4% | -3.4% | -1.4% |
| 30D | -6.7% | -9.5% | +2.8% | -5.3% |
| 3M | -3.8% | +10.4% | -14.2% | -5.7% |
| 6M | -9.0% | +31.8% | -40.8% | -13.5% |
| YTD | -5.6% | +80.0% | -85.6% | -14.5% |
| 1Y | -19.5% | +175.8% | -195.3% | -32.0% |
| 3Y | +34.7% | +364.2% | -329.5% | +1.9% |
| 5Y | +118.0% | +1,076.9% | -958.8% | +38.7% |
| 10Y | +364.1% | +1,178.1% | -814.0% | +159.3% |
| All | +10,918.2% | +1,093.4% | +9,824.8% | +3,842.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling