+81.6%
LLY vs AMIX
-99.9%
+181.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.9% |
| 7D | -2.1% | -13.7% | +11.6% | -2.2% |
| 30D | -1.6% | -62.1% | +60.5% | -1.8% |
| 3M | +2.3% | -46.2% | +48.5% | +2.7% |
| 6M | +14.9% | -46.4% | +61.3% | +15.3% |
| YTD | +7.5% | -60.3% | +67.7% | +7.8% |
| 1Y | +55.7% | -79.7% | +135.4% | +56.2% |
| All | +81.6% | -99.9% | +181.4% | +80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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