+3,644.2%
LLY vs AMBA
+807.9%
+2,836.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.4% | +0.7% |
| 7D | +10.1% | -8.1% | +18.1% | +10.6% |
| 30D | +24.0% | -10.8% | +34.8% | +24.8% |
| 3M | +27.3% | -25.9% | +53.2% | +29.4% |
| 6M | +47.0% | -13.9% | +60.8% | +46.2% |
| YTD | +32.6% | -14.0% | +46.6% | +31.3% |
| 1Y | +57.3% | -25.7% | +83.0% | +57.1% |
| 3Y | +154.9% | +21.5% | +133.5% | +140.2% |
| 5Y | +447.5% | -68.9% | +516.5% | +449.7% |
| 10Y | +2,187.5% | +5.2% | +2,182.3% | +1,899.1% |
| All | +3,644.2% | +807.9% | +2,836.3% | +2,998.5% |
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 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