+483.3%
LLY vs AMT
-15.7%
+499.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.1% |
| 7D | +6.7% | +1.5% | +5.2% | +6.4% |
| 30D | +19.6% | +6.8% | +12.7% | +18.0% |
| 3M | +19.7% | +11.2% | +8.5% | +17.1% |
| 6M | +42.7% | +12.5% | +30.3% | +39.0% |
| YTD | +35.1% | +12.5% | +22.6% | +31.6% |
| 1Y | +42.2% | +10.1% | +32.1% | +38.9% |
| 3Y | +140.8% | +16.0% | +124.8% | +129.8% |
| All | +483.3% | -15.7% | +499.0% | +520.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling