+106.2%
AMT vs LYB
+48.3%
+57.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.8% | +3.0% |
| 7D | +1.1% | +0.3% | +0.9% | +1.1% |
| 30D | +4.4% | +2.5% | +1.9% | +3.8% |
| 3M | -5.2% | +1.4% | -6.5% | -5.6% |
| 6M | -0.8% | -3.5% | +2.7% | -1.5% |
| YTD | +3.3% | +52.0% | -48.7% | -6.0% |
| 1Y | -6.0% | +22.1% | -28.1% | -11.2% |
| 3Y | +9.6% | -22.8% | +32.4% | +11.6% |
| 5Y | -29.2% | -3.4% | -25.9% | -31.9% |
| All | +106.2% | +48.3% | +57.9% | +60.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling