+92.7%
LLY vs AMCR
+5.2%
+87.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.8% | +0.6% |
| 7D | -3.1% | -6.3% | +3.2% | -1.8% |
| 30D | -8.6% | -7.1% | -1.5% | -7.2% |
| 3M | -1.6% | +12.7% | -14.3% | -4.1% |
| 6M | +11.8% | +5.2% | +6.7% | +10.2% |
| YTD | +5.1% | +8.1% | -2.9% | +3.7% |
| 1Y | +50.7% | +10.0% | +40.7% | +48.3% |
| All | +92.7% | +5.2% | +87.5% | +92.4% |
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