+871.8%
AMGN vs LYB
+624.6%
+247.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | -13.7% | +0.3% | -14.0% | -13.8% |
| 30D | -8.8% | +2.5% | -11.3% | -9.3% |
| 3M | +7.2% | +1.4% | +5.8% | +6.5% |
| 6M | +1.3% | -3.5% | +4.8% | +0.3% |
| YTD | +17.6% | +52.0% | -34.3% | +5.2% |
| 1Y | +37.2% | +22.1% | +15.1% | +28.0% |
| 3Y | +57.7% | -22.8% | +80.5% | +60.3% |
| 5Y | +106.3% | -3.4% | +109.6% | +96.3% |
| 10Y | +205.3% | +47.4% | +157.9% | +143.3% |
| All | +871.8% | +624.6% | +247.2% | +412.1% |
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