+103.4%
AMGN vs LYB
-4.6%
+108.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | -13.7% | +0.3% | -14.0% | -13.7% |
| 30D | -8.8% | +2.5% | -11.3% | -9.1% |
| 3M | +7.2% | +1.4% | +5.8% | +6.8% |
| 6M | +1.3% | -3.5% | +4.8% | +0.3% |
| YTD | +17.6% | +52.0% | -34.3% | +6.3% |
| 1Y | +37.2% | +22.1% | +15.1% | +29.2% |
| 3Y | +57.7% | -22.8% | +80.5% | +59.5% |
| All | +103.4% | -4.6% | +108.1% | +96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling