+8,520.0%
AMD vs LLY
+2,025.7%
+6,494.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.7% | +6.6% | +6.0% |
| 7D | +44.7% | +4.6% | +40.1% | +43.1% |
| 30D | -3.3% | +22.4% | -25.7% | -8.5% |
| 3M | +21.2% | +17.1% | +4.1% | +15.7% |
| 6M | +30.6% | +44.6% | -14.1% | +15.8% |
| YTD | +173.3% | +33.5% | +139.8% | +144.9% |
| 1Y | +126.1% | +41.1% | +85.0% | +98.2% |
| 3Y | +393.5% | +143.8% | +249.8% | +244.9% |
| 5Y | +295.8% | +473.4% | -177.6% | +88.6% |
| All | +8,520.0% | +2,025.7% | +6,494.4% | +2,359.9% |
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