+2,043.2%
LLY vs AMBA
-0.9%
+2,044.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.1% | -6.9% | -1.2% |
| 7D | -4.5% | -7.2% | +2.8% | -4.0% |
| 30D | +13.9% | -10.4% | +24.3% | +14.6% |
| 3M | +13.8% | -30.1% | +43.9% | +16.1% |
| 6M | +37.6% | -22.4% | +60.0% | +37.9% |
| YTD | +26.6% | -17.3% | +43.9% | +25.5% |
| 1Y | +45.3% | -35.4% | +80.7% | +46.6% |
| 3Y | +132.2% | +18.6% | +113.6% | +117.9% |
| 5Y | +434.7% | -69.8% | +504.5% | +437.1% |
| All | +2,043.2% | -0.9% | +2,044.1% | +1,686.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling