+1,662.9%
AMAT vs LYB
+50.2%
+1,612.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +6.9% | -3.1% | +10.0% | +8.3% |
| 30D | -10.1% | +4.0% | -14.1% | -11.8% |
| 3M | -6.0% | +2.4% | -8.4% | -8.3% |
| 6M | +38.6% | -1.4% | +40.1% | +32.9% |
| YTD | +83.1% | +53.9% | +29.1% | +38.2% |
| 1Y | +188.3% | +26.1% | +162.3% | +137.7% |
| 3Y | +225.3% | -21.0% | +246.4% | +232.9% |
| 5Y | +262.0% | -0.7% | +262.7% | +226.1% |
| All | +1,662.9% | +50.2% | +1,612.7% | +1,180.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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