+100.5%
LLY vs AHR
+401.6%
-301.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | +4.6% | +4.6% | -0.1% | +3.6% |
| 30D | +22.4% | +11.6% | +10.7% | +19.6% |
| 3M | +17.1% | +12.0% | +5.1% | +14.3% |
| 6M | +44.6% | +15.0% | +29.6% | +40.4% |
| YTD | +33.5% | +26.5% | +7.0% | +26.1% |
| 1Y | +41.1% | +25.0% | +16.1% | +33.6% |
| All | +100.5% | +401.6% | -301.1% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 3y: compounded portfolio wealth divided by compounded AHR 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…
3y analysis · Full analysis span regression · 6 months rolling