+21.3%
ADM vs LYB
+47.4%
-26.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.7% | +5.1% | +1.6% |
| 7D | -8.3% | -6.2% | -2.1% | -6.7% |
| 30D | -14.1% | +6.3% | -20.4% | -15.6% |
| 3M | -10.7% | +4.1% | -14.8% | -11.9% |
| 6M | -5.9% | -15.5% | +9.6% | -2.5% |
| YTD | +25.8% | +50.2% | -24.5% | +9.7% |
| 1Y | +21.3% | +50.6% | -29.3% | +4.9% |
| All | +21.3% | +47.4% | -26.1% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling