+1,362.0%
AMAT vs LYB
+36.9%
+1,325.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.1% | -5.7% | -4.4% |
| 7D | +19.3% | +3.7% | +15.7% | +17.4% |
| 30D | -17.9% | +6.4% | -24.4% | -20.5% |
| 3M | -30.4% | +2.8% | -33.2% | -32.1% |
| 6M | -11.4% | -12.2% | +0.8% | -8.5% |
| YTD | +48.8% | +52.4% | -3.7% | +11.4% |
| 1Y | +66.0% | +56.8% | +9.2% | +21.7% |
| 3Y | +158.8% | -17.2% | +176.0% | +155.8% |
| 5Y | +153.2% | -5.6% | +158.8% | +131.8% |
| All | +1,362.0% | +36.9% | +1,325.1% | +1,003.4% |
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