+111,876.4%
AMAT vs LLY
+21,808.4%
+90,068.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.5% |
| 7D | -11.2% | +10.1% | -21.3% | -14.1% |
| 30D | -31.9% | +24.0% | -55.9% | -36.9% |
| 3M | -32.3% | +27.3% | -59.6% | -38.2% |
| 6M | -5.4% | +47.0% | -52.4% | -18.7% |
| YTD | +44.3% | +32.6% | +11.7% | +26.6% |
| 1Y | +61.4% | +57.3% | +4.0% | +33.2% |
| 3Y | +170.6% | +154.9% | +15.7% | +81.5% |
| 5Y | +156.4% | +447.5% | -291.1% | +26.9% |
| 10Y | +1,356.4% | +2,187.5% | -831.2% | +315.2% |
| All | +111,876.4% | +21,808.4% | +90,068.0% | +11,009.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling