+1,162.1%
AMAT vs LLY
+2,062.5%
-900.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.4% |
| 7D | -14.7% | -4.5% | -10.2% | -13.5% |
| 30D | -36.1% | +13.9% | -50.0% | -38.6% |
| 3M | -36.9% | +13.8% | -50.6% | -39.5% |
| 6M | -22.2% | +37.6% | -59.8% | -30.6% |
| YTD | +29.9% | +26.6% | +3.3% | +17.5% |
| 1Y | +43.3% | +45.3% | -2.1% | +23.3% |
| 3Y | +142.7% | +132.2% | +10.4% | +70.5% |
| 5Y | +126.2% | +434.7% | -308.5% | +9.8% |
| All | +1,162.1% | +2,062.5% | -900.4% | +249.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LLY.
Daily Out/Under-Performance
Portfolio return minus LLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LLY 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 LLY 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