+89.1%
LLY vs AMRZ
-19.2%
+108.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | +6.7% | -2.1% | +8.8% | +7.0% |
| 30D | +19.6% | +13.0% | +6.6% | +18.3% |
| 3M | +19.7% | -12.1% | +31.8% | +20.9% |
| 6M | +42.7% | -19.1% | +61.9% | +44.5% |
| YTD | +35.1% | -23.3% | +58.4% | +35.2% |
| 1Y | +42.2% | -16.6% | +58.8% | +38.5% |
| All | +89.1% | -19.2% | +108.3% | +83.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling