+446.0%
ACN vs LYB
+633.9%
-188.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -6.3% | -3.1% | -3.2% | -5.5% |
| 30D | -1.4% | +4.0% | -5.4% | -2.8% |
| 3M | +2.6% | +2.4% | +0.1% | +1.5% |
| 6M | -14.3% | -1.4% | -12.9% | -15.5% |
| YTD | -33.1% | +53.9% | -87.1% | -43.3% |
| 1Y | -28.8% | +26.1% | -54.9% | -36.0% |
| 3Y | -43.0% | -21.0% | -21.9% | -41.6% |
| 5Y | -44.0% | -0.7% | -43.3% | -47.5% |
| 10Y | +88.5% | +49.3% | +39.3% | +40.7% |
| All | +446.0% | +633.9% | -188.0% | +120.2% |
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