+427.5%
ORLY vs AVAV
+315.4%
+112.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +0.9% |
| 7D | +2.6% | +4.2% | -1.7% | +2.2% |
| 30D | +6.3% | -2.6% | +8.9% | +6.3% |
| 3M | -0.4% | -38.0% | +37.5% | +2.5% |
| 6M | +2.8% | -27.0% | +29.8% | +3.8% |
| YTD | +1.1% | -51.4% | +52.5% | +4.1% |
| 1Y | -6.3% | -60.2% | +54.0% | -2.2% |
| 3Y | +38.9% | -6.7% | +45.5% | +30.3% |
| 5Y | +113.1% | +28.3% | +84.8% | +88.1% |
| All | +427.5% | +315.4% | +112.1% | +305.6% |
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