+4,177.1%
LLY vs AMT
+1,473.8%
+2,703.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.3% | -3.7% |
| 7D | -0.7% | +4.4% | -5.0% | -1.1% |
| 30D | +17.9% | +17.7% | +0.2% | +15.7% |
| 3M | +16.8% | +16.7% | +0.2% | +14.7% |
| 6M | +38.4% | +11.1% | +27.3% | +36.6% |
| YTD | +27.6% | +13.9% | +13.7% | +25.5% |
| 1Y | +48.3% | +12.5% | +35.8% | +46.0% |
| 3Y | +145.4% | +13.2% | +132.2% | +139.8% |
| 5Y | +438.9% | -17.9% | +456.8% | +442.4% |
| 10Y | +2,101.6% | +122.8% | +1,978.8% | +1,910.5% |
| All | +4,177.1% | +1,473.8% | +2,703.3% | +2,953.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling