+1,321.9%
AMAT vs LYB
+38.1%
+1,283.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -3.1% |
| 7D | +11.4% | +6.1% | +5.2% | +8.6% |
| 30D | -17.0% | +5.3% | -22.4% | -19.3% |
| 3M | -30.6% | +4.3% | -34.9% | -32.7% |
| 6M | -14.9% | -10.8% | -4.1% | -12.7% |
| YTD | +44.7% | +53.8% | -9.1% | +8.0% |
| 1Y | +66.9% | +50.5% | +16.4% | +25.2% |
| 3Y | +153.3% | -16.4% | +169.7% | +149.3% |
| 5Y | +146.2% | -4.8% | +151.1% | +124.6% |
| All | +1,321.9% | +38.1% | +1,283.8% | +969.2% |
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