+438.9%
LLY vs APH
+274.6%
+164.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -9.3% | +5.6% | -2.5% |
| 7D | -0.7% | -12.7% | +12.1% | +1.0% |
| 30D | +17.9% | -19.2% | +37.1% | +21.0% |
| 3M | +16.8% | -16.7% | +33.5% | +19.2% |
| 6M | +38.4% | +5.1% | +33.3% | +34.7% |
| YTD | +27.6% | +6.6% | +21.0% | +21.2% |
| 1Y | +48.3% | +3.9% | +44.4% | +41.5% |
| 3Y | +145.4% | +246.0% | -100.7% | +63.8% |
| 5Y | +438.9% | +268.0% | +170.9% | +250.8% |
| All | +438.9% | +274.6% | +164.3% | +250.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling