+443.8%
LLY vs ACM
-2.7%
+446.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -4.5% | +5.4% | -9.9% | -5.3% |
| 30D | +13.9% | +15.1% | -1.2% | +11.4% |
| 3M | +13.8% | -10.5% | +24.2% | +15.6% |
| 6M | +37.6% | -19.7% | +57.3% | +42.2% |
| YTD | +26.6% | -28.8% | +55.4% | +32.8% |
| 1Y | +45.3% | -47.9% | +93.2% | +64.1% |
| 3Y | +132.2% | -12.4% | +144.6% | +123.6% |
| All | +443.8% | -2.7% | +446.6% | +395.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling