+4,143.5%
LLY vs AMT
+1,431.6%
+2,711.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.5% |
| 7D | -4.5% | +0.5% | -5.0% | -4.5% |
| 30D | +13.9% | +13.6% | +0.3% | +12.2% |
| 3M | +13.8% | +11.5% | +2.3% | +12.3% |
| 6M | +37.6% | +6.9% | +30.7% | +36.3% |
| YTD | +26.6% | +10.8% | +15.8% | +24.8% |
| 1Y | +45.3% | +10.3% | +35.0% | +43.4% |
| 3Y | +132.2% | +12.4% | +119.8% | +127.2% |
| 5Y | +434.7% | -20.1% | +454.7% | +439.7% |
| 10Y | +2,084.3% | +116.8% | +1,967.5% | +1,900.7% |
| All | +4,143.5% | +1,431.6% | +2,711.9% | +2,939.1% |
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