-40.4%
ACN vs LYB
-23.1%
-17.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.9% | +4.3% | +3.6% |
| 7D | -1.5% | +0.3% | -1.8% | -1.6% |
| 30D | +2.1% | +2.5% | -0.4% | +1.4% |
| 3M | +11.1% | +1.4% | +9.7% | +10.5% |
| 6M | -6.8% | -3.5% | -3.4% | -7.7% |
| YTD | -30.0% | +52.0% | -82.0% | -39.2% |
| 1Y | -23.1% | +22.1% | -45.2% | -29.2% |
| 3Y | -40.4% | -22.8% | -17.6% | -39.9% |
| All | -40.4% | -23.1% | -17.3% | -39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling