+372.0%
LLY vs APH
+120.4%
+251.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -47.8% | +47.2% | +4.4% |
| 7D | -2.3% | -48.7% | +46.4% | +2.9% |
| 30D | -1.6% | -51.9% | +50.3% | +4.5% |
| 3M | +2.3% | -43.6% | +45.8% | +5.2% |
| 6M | +14.9% | -37.5% | +52.4% | +15.3% |
| YTD | +7.5% | -38.6% | +46.1% | +6.4% |
| 1Y | +55.7% | -26.3% | +82.0% | +46.3% |
| 3Y | +110.6% | +89.2% | +21.4% | +49.4% |
| All | +372.0% | +120.4% | +251.6% | +214.7% |
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