+2,043.2%
LLY vs AMC
-98.7%
+2,141.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.8% |
| 7D | -4.5% | +2.6% | -7.1% | -4.5% |
| 30D | +13.9% | +9.0% | +4.9% | +13.9% |
| 3M | +13.8% | +22.2% | -8.4% | +13.7% |
| 6M | +37.6% | +91.5% | -53.9% | +37.5% |
| YTD | +26.6% | +101.3% | -74.7% | +26.5% |
| 1Y | +45.3% | +20.8% | +24.6% | +45.2% |
| 3Y | +132.2% | -71.3% | +203.5% | +132.1% |
| 5Y | +434.7% | -99.2% | +533.9% | +433.1% |
| All | +2,043.2% | -98.7% | +2,141.9% | +2,056.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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