+4,634.5%
LLY vs AMCR
+106.6%
+4,527.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +1.6% | -3.8% | +5.4% | +2.2% |
| 30D | +21.5% | +8.3% | +13.1% | +20.0% |
| 3M | +16.4% | -2.7% | +19.1% | +16.9% |
| 6M | +51.5% | +16.7% | +34.8% | +47.8% |
| YTD | +33.9% | +13.2% | +20.7% | +31.2% |
| 1Y | +49.1% | +13.7% | +35.4% | +46.0% |
| 3Y | +144.6% | +17.4% | +127.2% | +136.9% |
| 5Y | +466.3% | -5.9% | +472.3% | +462.3% |
| 10Y | +2,024.1% | +22.4% | +2,001.7% | +1,897.2% |
| All | +4,634.5% | +106.6% | +4,527.9% | +4,205.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling