+372.0%
LLY vs AME
+82.5%
+289.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.4% |
| 7D | -2.1% | +0.6% | -2.8% | -2.4% |
| 30D | -1.6% | -6.7% | +5.1% | +0.5% |
| 3M | +2.3% | +4.1% | -1.8% | +0.2% |
| 6M | +14.9% | +1.6% | +13.3% | +13.4% |
| YTD | +7.5% | +16.1% | -8.7% | +0.5% |
| 1Y | +55.7% | +27.3% | +28.4% | +40.3% |
| 3Y | +110.6% | +50.9% | +59.7% | +74.4% |
| All | +372.0% | +82.5% | +289.5% | +253.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling