+2,713.2%
AMAT vs LYV
+1,522.3%
+1,190.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.4% |
| 7D | +11.4% | +1.8% | +9.5% | +10.8% |
| 30D | -17.0% | +5.7% | -22.7% | -18.5% |
| 3M | -30.6% | -4.1% | -26.5% | -29.9% |
| 6M | -14.9% | +5.9% | -20.9% | -17.1% |
| YTD | +44.7% | +25.2% | +19.5% | +33.2% |
| 1Y | +66.9% | +30.4% | +36.5% | +51.4% |
| 3Y | +153.3% | +103.6% | +49.7% | +97.0% |
| 5Y | +146.2% | +58.9% | +87.4% | +104.0% |
| 10Y | +1,330.3% | +524.8% | +805.5% | +656.9% |
| All | +2,713.2% | +1,522.3% | +1,190.9% | +998.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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