+3,318.9%
LLY vs AMC
-97.8%
+3,416.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -12.5% | +8.7% | -3.7% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | +17.9% | +4.4% | +13.5% | +17.9% |
| 3M | +16.8% | +15.4% | +1.5% | +16.8% |
| 6M | +38.4% | +93.7% | -55.3% | +38.1% |
| YTD | +27.6% | +97.4% | -69.8% | +27.2% |
| 1Y | +48.3% | +23.2% | +25.1% | +48.1% |
| 3Y | +145.4% | -71.3% | +216.6% | +145.4% |
| 5Y | +438.9% | -99.3% | +538.2% | +440.4% |
| 10Y | +2,101.6% | -98.7% | +2,200.3% | +2,242.4% |
| All | +3,318.9% | -97.8% | +3,416.7% | +3,368.2% |
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