+134.1%
LLY vs APH
+244.7%
-110.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -9.3% | +5.6% | -3.0% |
| 7D | -0.7% | -12.7% | +12.1% | +0.4% |
| 30D | +17.9% | -19.2% | +37.1% | +19.9% |
| 3M | +16.8% | -16.7% | +33.5% | +18.3% |
| 6M | +38.4% | +5.1% | +33.3% | +35.4% |
| YTD | +27.6% | +6.6% | +21.0% | +21.8% |
| 1Y | +48.3% | +3.9% | +44.4% | +42.0% |
| All | +134.1% | +244.7% | -110.7% | +79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling