+3,352.6%
AMAT vs LYV
+1,477.3%
+1,875.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.6% | +5.0% |
| 7D | -1.5% | -4.5% | +3.0% | -0.1% |
| 30D | -14.8% | -5.5% | -9.3% | -13.4% |
| 3M | -9.3% | +7.8% | -17.0% | -11.8% |
| 6M | +27.4% | +9.4% | +18.0% | +23.0% |
| YTD | +77.6% | +21.8% | +55.8% | +65.2% |
| 1Y | +188.9% | +6.5% | +182.5% | +178.2% |
| 3Y | +202.3% | +106.4% | +95.9% | +134.4% |
| 5Y | +248.9% | +101.6% | +147.3% | +168.4% |
| 10Y | +1,585.2% | +540.9% | +1,044.3% | +787.9% |
| All | +3,352.6% | +1,477.3% | +1,875.4% | +1,262.8% |
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