+4,091.7%
AMAT vs LYB
+622.7%
+3,469.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +5.1% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | -14.8% | +8.7% | -23.5% | -18.1% |
| 3M | -9.3% | -3.0% | -6.2% | -9.4% |
| 6M | +27.4% | +4.7% | +22.7% | +18.9% |
| YTD | +77.6% | +51.6% | +26.0% | +38.5% |
| 1Y | +188.9% | +24.4% | +164.6% | +143.8% |
| 3Y | +202.3% | -23.5% | +225.8% | +211.6% |
| 5Y | +248.9% | -6.5% | +255.4% | +226.4% |
| 10Y | +1,585.2% | +40.5% | +1,544.8% | +1,117.6% |
| All | +4,091.7% | +622.7% | +3,469.0% | +1,335.3% |
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