+390.0%
LLY vs AMCR
-10.5%
+400.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.8% |
| 7D | -3.1% | -1.8% | -1.3% | -2.7% |
| 30D | -5.1% | -6.0% | +0.9% | -3.8% |
| 3M | -2.1% | +18.9% | -21.0% | -5.8% |
| 6M | +13.8% | +5.7% | +8.2% | +12.0% |
| YTD | +5.1% | +11.1% | -6.0% | +2.5% |
| 1Y | +53.1% | +12.7% | +40.4% | +48.9% |
| 3Y | +95.6% | +9.6% | +86.0% | +88.8% |
| All | +390.0% | -10.5% | +400.5% | +390.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling