+2,006.3%
LLY vs AME
+465.0%
+1,541.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.2% | +0.1% | +2.9% |
| 7D | +0.1% | -1.5% | +1.6% | +0.5% |
| 30D | +19.7% | -4.2% | +23.9% | +21.1% |
| 3M | +19.3% | -5.9% | +25.2% | +21.1% |
| 6M | +49.3% | +2.8% | +46.5% | +46.3% |
| YTD | +32.0% | +16.6% | +15.5% | +23.1% |
| 1Y | +53.7% | +22.1% | +31.6% | +40.9% |
| 3Y | +143.7% | +64.7% | +79.1% | +97.2% |
| 5Y | +463.9% | +76.6% | +387.3% | +339.1% |
| 10Y | +2,006.3% | +443.9% | +1,562.5% | +1,132.7% |
| All | +2,006.3% | +465.0% | +1,541.3% | +1,132.7% |
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