+138.6%
LLY vs AMCR
+17.8%
+120.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +1.6% | -3.8% | +5.4% | +2.6% |
| 30D | +21.5% | +8.3% | +13.1% | +19.4% |
| 3M | +16.4% | -2.7% | +19.1% | +17.1% |
| 6M | +51.5% | +16.7% | +34.8% | +46.4% |
| YTD | +33.9% | +13.2% | +20.7% | +30.8% |
| 1Y | +49.1% | +13.7% | +35.4% | +45.6% |
| All | +138.6% | +17.8% | +120.8% | +138.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling