+137.8%
LLY vs AME
+63.5%
+74.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +4.6% | +8.1% | -3.5% | +2.9% |
| 30D | +22.4% | -3.8% | +26.1% | +23.1% |
| 3M | +17.1% | -6.6% | +23.8% | +18.6% |
| 6M | +44.6% | +4.6% | +40.1% | +41.6% |
| YTD | +33.5% | +17.9% | +15.5% | +25.4% |
| 1Y | +41.1% | +23.2% | +17.9% | +30.7% |
| All | +137.8% | +63.5% | +74.3% | +106.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling