+1,560.7%
LLY vs AMCR
+16.5%
+1,544.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -3.2% | -5.0% | +1.8% | -2.2% |
| 30D | -7.4% | -8.0% | +0.5% | -5.9% |
| 3M | -1.0% | +14.3% | -15.3% | -3.8% |
| 6M | +12.5% | +5.3% | +7.2% | +10.9% |
| YTD | +5.0% | +7.7% | -2.7% | +3.1% |
| 1Y | +49.8% | +10.8% | +38.9% | +46.2% |
| 3Y | +95.5% | +9.6% | +85.9% | +89.0% |
| 5Y | +390.7% | -10.2% | +400.9% | +390.4% |
| All | +1,560.7% | +16.5% | +1,544.2% | +1,421.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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