+2,934.9%
LLY vs AMBA
+837.3%
+2,097.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | -2.1% | -11.0% | +8.8% | -1.4% |
| 30D | -1.6% | -23.2% | +21.6% | 0.0% |
| 3M | +2.3% | -12.7% | +15.0% | +2.2% |
| 6M | +14.9% | +11.2% | +3.7% | +12.3% |
| YTD | +7.5% | -11.2% | +18.7% | +6.4% |
| 1Y | +55.7% | -22.5% | +78.2% | +55.1% |
| 3Y | +110.6% | -1.3% | +111.9% | +101.6% |
| 5Y | +363.4% | -54.2% | +417.6% | +352.4% |
| 10Y | +1,649.0% | -6.1% | +1,655.1% | +1,441.7% |
| All | +2,934.9% | +837.3% | +2,097.6% | +2,411.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling