+57.3%
LLY vs ACM
-46.6%
+103.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | +0.7% |
| 7D | +10.1% | +9.5% | +0.5% | +10.3% |
| 30D | +24.0% | +14.7% | +9.3% | +24.5% |
| 3M | +27.3% | -9.5% | +36.8% | +26.5% |
| 6M | +47.0% | -18.0% | +65.0% | +44.7% |
| YTD | +32.6% | -27.3% | +59.9% | +27.9% |
| 1Y | +57.3% | -47.0% | +104.3% | +51.6% |
| All | +57.3% | -46.6% | +103.9% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling