+2,043.2%
LLY vs APH
+894.6%
+1,148.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.9% | -1.7% |
| 7D | -4.5% | -5.9% | +1.5% | -3.4% |
| 30D | +13.9% | -14.8% | +28.7% | +17.4% |
| 3M | +13.8% | -12.4% | +26.2% | +16.1% |
| 6M | +37.6% | +8.1% | +29.5% | +32.0% |
| YTD | +26.6% | +10.9% | +15.7% | +17.8% |
| 1Y | +45.3% | +8.8% | +36.6% | +35.6% |
| 3Y | +132.2% | +262.1% | -129.8% | +42.7% |
| 5Y | +434.7% | +283.1% | +151.5% | +216.3% |
| All | +2,043.2% | +894.6% | +1,148.6% | +748.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling