+134.1%
LLY vs AMC
-72.0%
+206.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -12.5% | +8.7% | -3.6% |
| 7D | -0.7% | 0.0% | -0.7% | -0.6% |
| 30D | +17.9% | +4.4% | +13.5% | +17.8% |
| 3M | +16.8% | +15.4% | +1.5% | +16.6% |
| 6M | +38.4% | +93.7% | -55.3% | +36.8% |
| YTD | +27.6% | +97.4% | -69.8% | +25.9% |
| 1Y | +48.3% | +23.2% | +25.1% | +47.0% |
| All | +134.1% | -72.0% | +206.1% | +151.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling