+144.6%
LLY vs AMT
+15.3%
+129.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.3% |
| 7D | +1.6% | +1.6% | 0.0% | +1.4% |
| 30D | +21.5% | +4.5% | +17.0% | +20.7% |
| 3M | +16.4% | +13.8% | +2.6% | +14.2% |
| 6M | +51.5% | +10.0% | +41.4% | +49.0% |
| YTD | +33.9% | +11.8% | +22.2% | +31.7% |
| 1Y | +49.1% | +10.2% | +38.9% | +46.8% |
| 3Y | +144.6% | +15.1% | +129.5% | +151.0% |
| All | +144.6% | +15.3% | +129.3% | +151.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling