+17,561.1%
LLY vs AME
+18,709.1%
-1,148.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.2% |
| 7D | -2.1% | +0.6% | -2.8% | -2.3% |
| 30D | -1.6% | -6.7% | +5.1% | -0.1% |
| 3M | +2.3% | +4.1% | -1.8% | +1.0% |
| 6M | +14.9% | +1.6% | +13.3% | +14.0% |
| YTD | +7.5% | +16.1% | -8.7% | +3.1% |
| 1Y | +55.7% | +27.3% | +28.4% | +46.0% |
| 3Y | +110.6% | +50.9% | +59.7% | +88.4% |
| 5Y | +363.4% | +81.4% | +282.1% | +295.2% |
| 10Y | +1,649.0% | +417.0% | +1,232.0% | +1,059.6% |
| All | +17,561.1% | +18,709.1% | -1,148.0% | +6,543.9% |
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 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