+228.1%
AMAT vs LYB
-20.7%
+248.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +3.7% |
| 7D | +7.0% | -0.9% | +7.9% | +7.1% |
| 30D | -12.2% | +9.5% | -21.7% | -13.5% |
| 3M | -3.8% | +1.3% | -5.1% | -4.0% |
| 6M | +45.9% | -1.7% | +47.7% | +42.6% |
| YTD | +84.6% | +54.1% | +30.5% | +50.9% |
| 1Y | +193.4% | +25.7% | +167.7% | +160.0% |
| 3Y | +228.1% | -20.9% | +249.0% | +249.4% |
| All | +228.1% | -20.7% | +248.8% | +249.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling