+3,699.2%
LLY vs AMCR
+100.2%
+3,599.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -2.1% | -1.9% | -0.3% | -1.9% |
| 30D | -1.6% | -4.1% | +2.5% | -1.0% |
| 3M | +2.3% | +21.7% | -19.4% | -0.8% |
| 6M | +14.9% | +1.5% | +13.4% | +14.2% |
| YTD | +7.5% | +13.1% | -5.7% | +5.3% |
| 1Y | +55.7% | +13.0% | +42.7% | +52.5% |
| 3Y | +110.6% | +6.9% | +103.7% | +106.4% |
| 5Y | +363.4% | -10.5% | +373.9% | +363.0% |
| 10Y | +1,649.0% | +20.9% | +1,628.1% | +1,552.3% |
| All | +3,699.2% | +100.2% | +3,599.0% | +3,369.4% |
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