+47.1%
LLY vs AMRZ
-17.3%
+64.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.1% | -1.9% |
| 7D | -3.1% | -2.0% | -1.1% | -2.9% |
| 30D | -5.1% | -9.8% | +4.8% | -4.3% |
| 3M | -2.1% | -17.2% | +15.2% | -0.9% |
| 6M | +13.8% | -26.9% | +40.8% | +16.9% |
| YTD | +5.1% | -21.5% | +26.6% | +5.0% |
| 1Y | +53.1% | -22.9% | +76.0% | +55.6% |
| All | +47.1% | -17.3% | +64.4% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 10y: compounded portfolio wealth divided by compounded AMRZ 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…
10y analysis · Full analysis span regression · 6 months rolling