+3,920.5%
LLY vs ACM
+233.2%
+3,687.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.2% | -1.6% | -3.3% |
| 7D | -0.7% | +5.1% | -5.7% | -1.7% |
| 30D | +17.9% | +11.5% | +6.4% | +15.2% |
| 3M | +16.8% | -10.5% | +27.3% | +19.0% |
| 6M | +38.4% | -20.4% | +58.8% | +44.0% |
| YTD | +27.6% | -28.9% | +56.5% | +35.0% |
| 1Y | +48.3% | -48.7% | +97.0% | +68.2% |
| 3Y | +145.4% | -12.5% | +157.9% | +144.7% |
| 5Y | +438.9% | +0.5% | +438.4% | +416.0% |
| 10Y | +2,101.6% | +161.2% | +1,940.4% | +1,502.3% |
| All | +3,920.5% | +233.2% | +3,687.2% | +2,260.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling