+11,749.2%
AMD vs LLY
+21,808.4%
-10,059.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | -15.5% | +10.1% | -25.6% | -18.3% |
| 30D | -22.6% | +24.0% | -46.7% | -28.4% |
| 3M | -5.7% | +27.3% | -33.0% | -14.1% |
| 6M | +43.1% | +47.0% | -3.8% | +22.8% |
| YTD | +128.2% | +32.6% | +95.6% | +99.5% |
| 1Y | +95.5% | +57.3% | +38.1% | +60.4% |
| 3Y | +335.4% | +154.9% | +180.5% | +189.8% |
| 5Y | +255.5% | +447.5% | -192.1% | +74.0% |
| 10Y | +7,350.9% | +2,187.5% | +5,163.4% | +1,987.9% |
| All | +11,749.2% | +21,808.4% | -10,059.2% | +1,543.9% |
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 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