+8,164.6%
AMD vs LLY
+2,041.7%
+6,122.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.3% | +7.0% | +7.2% |
| 7D | +13.1% | +1.4% | +11.8% | +13.0% |
| 30D | -7.0% | +21.5% | -28.5% | -11.8% |
| 3M | +16.6% | +18.5% | -1.9% | +11.0% |
| 6M | +20.5% | +49.1% | -28.6% | +5.9% |
| YTD | +158.2% | +34.4% | +123.8% | +130.9% |
| 1Y | +132.8% | +46.3% | +86.5% | +101.9% |
| 3Y | +366.2% | +145.5% | +220.8% | +225.3% |
| 5Y | +278.7% | +472.7% | -194.0% | +80.8% |
| 10Y | +8,164.6% | +2,049.9% | +6,114.6% | +2,284.1% |
| All | +8,164.6% | +2,041.7% | +6,122.9% | +2,284.1% |
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 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