+171.1%
ADM vs LYB
+48.3%
+122.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | +2.5% | +0.3% | +2.2% | +2.4% |
| 30D | +9.5% | +2.5% | +7.0% | +8.4% |
| 3M | +10.6% | +1.4% | +9.2% | +9.7% |
| 6M | +24.0% | -3.5% | +27.5% | +23.9% |
| YTD | +54.0% | +52.0% | +2.0% | +28.9% |
| 1Y | +45.3% | +22.1% | +23.3% | +31.1% |
| 3Y | +21.8% | -22.8% | +44.5% | +27.7% |
| 5Y | +66.8% | -3.4% | +70.1% | +57.9% |
| All | +171.1% | +48.3% | +122.8% | +112.8% |
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