+55.7%
LLY vs AME
+29.8%
+25.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.1% |
| 7D | -2.1% | +0.6% | -2.8% | -2.2% |
| 30D | -1.6% | -6.7% | +5.1% | -0.7% |
| 3M | +2.3% | +4.1% | -1.8% | +0.6% |
| 6M | +14.9% | +1.6% | +13.3% | +12.6% |
| YTD | +7.5% | +16.1% | -8.7% | +1.7% |
| 1Y | +55.7% | +27.3% | +28.4% | +43.3% |
| All | +55.7% | +29.8% | +25.9% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling