+1,545.2%
LLY vs AME
+421.6%
+1,123.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -3.1% | +2.8% | -5.9% | -4.0% |
| 30D | -5.1% | -6.3% | +1.2% | -3.0% |
| 3M | -2.1% | +5.4% | -7.4% | -4.4% |
| 6M | +13.8% | +7.4% | +6.4% | +10.2% |
| YTD | +5.1% | +16.2% | -11.1% | -1.5% |
| 1Y | +53.1% | +26.8% | +26.3% | +38.7% |
| 3Y | +95.6% | +57.5% | +38.1% | +61.3% |
| 5Y | +361.5% | +84.8% | +276.7% | +253.9% |
| 10Y | +1,545.2% | +424.3% | +1,120.9% | +781.9% |
| All | +1,545.2% | +421.6% | +1,123.6% | +781.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling