+3,315.4%
AMAT vs LYB
+633.0%
+2,682.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -3.1% |
| 7D | +11.4% | +6.1% | +5.2% | +8.7% |
| 30D | -17.0% | +5.3% | -22.4% | -19.2% |
| 3M | -30.6% | +4.3% | -34.9% | -32.6% |
| 6M | -14.9% | -10.8% | -4.1% | -12.9% |
| YTD | +44.7% | +53.8% | -9.1% | +11.1% |
| 1Y | +66.9% | +50.5% | +16.4% | +28.9% |
| 3Y | +153.3% | -16.4% | +169.7% | +148.8% |
| 5Y | +146.2% | -4.8% | +151.1% | +127.0% |
| 10Y | +1,330.3% | +38.2% | +1,292.1% | +931.9% |
| All | +3,315.4% | +633.0% | +2,682.4% | +1,052.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling