+128.9%
ORLY vs AUR
-35.7%
+164.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.3% |
| 7D | -2.4% | +1.4% | -3.8% | -2.4% |
| 30D | -6.8% | -6.4% | -0.4% | -6.7% |
| 3M | -4.8% | +7.7% | -12.5% | -4.9% |
| 6M | -9.1% | +44.5% | -53.6% | -9.9% |
| YTD | -5.9% | +67.4% | -73.4% | -7.0% |
| 1Y | -20.4% | +15.4% | -35.8% | -20.9% |
| 3Y | +36.6% | +94.8% | -58.3% | +33.1% |
| 5Y | +117.3% | -35.1% | +152.4% | +112.0% |
| All | +128.9% | -35.7% | +164.6% | +123.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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