+57.3%
LLY vs AMT
+13.5%
+43.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.4% | -0.3% |
| 7D | +10.1% | +6.0% | +4.0% | +8.6% |
| 30D | +24.0% | +20.1% | +4.0% | +18.7% |
| 3M | +27.3% | +12.4% | +14.9% | +23.7% |
| 6M | +47.0% | +9.9% | +37.0% | +43.3% |
| YTD | +32.6% | +14.4% | +18.2% | +29.4% |
| 1Y | +57.3% | +12.4% | +44.9% | +55.3% |
| All | +57.3% | +13.5% | +43.8% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 1y: compounded portfolio wealth divided by compounded AMT 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…
1y analysis · Full analysis span regression · 6 months rolling