-1.6%
ORLY vs AU
+42.5%
-44.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.0% | -5.4% | +2.2% |
| 7D | +2.1% | +0.8% | +1.3% | +2.0% |
| 30D | +10.1% | -7.0% | +17.0% | +10.3% |
| 3M | +0.6% | +8.5% | -8.0% | -0.2% |
| 6M | -1.7% | -1.3% | -0.5% | -2.3% |
| YTD | +1.2% | +6.8% | -5.5% | +0.7% |
| 1Y | -1.6% | +44.6% | -46.2% | -2.2% |
| All | -1.6% | +42.5% | -44.1% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 1y: compounded portfolio wealth divided by compounded AU 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…
1y analysis · Full analysis span regression · 6 months rolling