+500.8%
AMT vs LYB
+634.9%
-134.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.4% |
| 7D | -0.2% | -0.9% | +0.7% | 0.0% |
| 30D | +1.8% | +9.5% | -7.7% | -0.1% |
| 3M | -6.2% | +1.3% | -7.5% | -6.6% |
| 6M | -5.0% | -1.7% | -3.2% | -6.0% |
| YTD | +2.1% | +54.1% | -52.1% | -8.2% |
| 1Y | -5.7% | +25.7% | -31.4% | -12.0% |
| 3Y | +7.9% | -20.9% | +28.9% | +9.2% |
| 5Y | -32.3% | -1.5% | -30.8% | -35.5% |
| 10Y | +95.0% | +45.0% | +50.0% | +52.9% |
| All | +500.8% | +634.9% | -134.1% | +208.2% |
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