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  • ORLY vs FAST✓SelectedUSD · FASTORLY vs FAST performance historyLatest closeAs of+0.58%09/04
Stock and ETF performance explorer

ORLY vs FAST

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+54,688.5%
FAST return
+22,482.8%
Excess return
+32,205.7%
Maximum drawdown
-65.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFASTExcessAlpha
1D+0.6%+0.8%-0.2%+0.4%
7D-0.7%-0.4%-0.3%-0.6%
30D-5.9%-0.8%-5.2%-5.8%
3M-0.6%+5.8%-6.3%-2.4%
6M-6.8%+8.0%-14.8%-9.2%
YTD-3.6%+25.6%-29.3%-10.6%
1Y-16.3%+0.8%-17.1%-17.2%
3Y+39.1%+86.1%-47.0%+12.9%
5Y+125.4%+100.2%+25.2%+77.2%
10Y+366.5%+494.2%-127.6%+159.3%
All+54,688.5%+22,482.8%+32,205.7%+14,155.6%

Cumulative growth

Daily Returns

Daily percentage return beside FAST.

Daily Out/Under-Performance

Portfolio return minus FAST return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × FAST 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 FAST 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