+2,024.1%
LLY vs APH
+938.3%
+1,085.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.4% | +1.6% |
| 7D | +1.6% | -5.0% | +6.7% | +2.6% |
| 30D | +21.5% | -8.4% | +29.8% | +23.2% |
| 3M | +16.4% | -4.5% | +20.9% | +16.6% |
| 6M | +51.5% | +25.3% | +26.2% | +40.3% |
| YTD | +33.9% | +18.9% | +15.0% | +22.8% |
| 1Y | +49.1% | +11.9% | +37.2% | +38.8% |
| 3Y | +144.6% | +278.0% | -133.3% | +49.5% |
| 5Y | +466.3% | +306.4% | +159.9% | +231.6% |
| 10Y | +2,024.1% | +955.2% | +1,069.0% | +741.1% |
| All | +2,024.1% | +938.3% | +1,085.8% | +741.1% |
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