+2,779.4%
LLY vs AMC
-98.1%
+2,877.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -0.9% |
| 7D | -2.1% | +2.3% | -4.5% | -2.2% |
| 30D | -1.6% | -0.7% | -0.9% | -1.6% |
| 3M | +2.3% | +35.2% | -32.9% | +2.1% |
| 6M | +14.9% | +124.6% | -109.7% | +14.5% |
| YTD | +7.5% | +69.9% | -62.4% | +7.2% |
| 1Y | +55.7% | -2.6% | +58.3% | +55.5% |
| 3Y | +110.6% | -79.8% | +190.4% | +110.7% |
| 5Y | +363.4% | -99.4% | +462.8% | +365.0% |
| 10Y | +1,649.0% | -98.9% | +1,747.9% | +1,754.4% |
| All | +2,779.4% | -98.1% | +2,877.4% | +2,822.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling