+55.7%
LLY vs APH
-25.2%
+80.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -47.8% | +47.2% | -0.8% |
| 7D | -2.3% | -48.7% | +46.4% | -2.5% |
| 30D | -1.6% | -51.9% | +50.3% | -2.0% |
| 3M | +2.3% | -43.6% | +45.8% | +1.7% |
| 6M | +14.9% | -37.5% | +52.4% | +13.3% |
| YTD | +7.5% | -38.6% | +46.1% | +3.3% |
| 1Y | +55.7% | -26.3% | +82.0% | +36.8% |
| All | +55.7% | -25.2% | +80.9% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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