+21,596.1%
LLY vs AME
+18,777.7%
+2,818.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.2% | +0.1% | +3.3% |
| 7D | +0.1% | -1.5% | +1.6% | +0.4% |
| 30D | +19.7% | -4.2% | +23.9% | +20.7% |
| 3M | +19.3% | -5.9% | +25.2% | +20.6% |
| 6M | +49.3% | +2.8% | +46.5% | +47.4% |
| YTD | +32.0% | +16.6% | +15.5% | +26.2% |
| 1Y | +53.7% | +22.1% | +31.6% | +45.3% |
| 3Y | +143.7% | +64.7% | +79.1% | +113.1% |
| 5Y | +463.9% | +76.6% | +387.3% | +382.6% |
| 10Y | +2,006.3% | +443.9% | +1,562.5% | +1,278.2% |
| All | +21,596.1% | +18,777.7% | +2,818.4% | +8,034.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling