+364.1%
ORLY vs AVAV
+478.0%
-113.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +0.6% |
| 7D | -1.0% | -3.2% | +2.1% | -0.8% |
| 30D | -6.7% | -25.6% | +18.9% | -4.8% |
| 3M | -3.8% | -20.2% | +16.4% | -2.8% |
| 6M | -9.0% | -38.1% | +29.0% | -6.8% |
| YTD | -5.6% | -41.8% | +36.2% | -3.7% |
| 1Y | -19.5% | -39.0% | +19.6% | -18.7% |
| 3Y | +34.7% | +24.1% | +10.7% | +23.7% |
| 5Y | +118.0% | +53.0% | +65.0% | +90.5% |
| 10Y | +364.1% | +493.8% | -129.7% | +231.1% |
| All | +364.1% | +478.0% | -113.9% | +231.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling