+2,060.2%
LLY vs AMBA
-6.6%
+2,066.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -9.4% | +5.7% | -3.1% |
| 7D | -0.7% | -14.6% | +13.9% | +0.4% |
| 30D | +17.9% | -18.8% | +36.7% | +19.4% |
| 3M | +16.8% | -32.6% | +49.4% | +19.6% |
| 6M | +38.4% | -25.8% | +64.3% | +39.1% |
| YTD | +27.6% | -22.1% | +49.7% | +27.0% |
| 1Y | +48.3% | -36.2% | +84.6% | +49.7% |
| 3Y | +145.4% | +10.0% | +135.4% | +131.4% |
| 5Y | +438.9% | -71.6% | +510.5% | +443.6% |
| All | +2,060.2% | -6.6% | +2,066.8% | +1,708.0% |
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