+45.3%
ADM vs LYB
+24.5%
+20.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | +2.5% | +0.3% | +2.2% | +2.4% |
| 30D | +9.5% | +2.5% | +7.0% | +8.7% |
| 3M | +10.6% | +1.4% | +9.2% | +10.0% |
| 6M | +24.0% | -3.5% | +27.5% | +24.2% |
| YTD | +54.0% | +52.0% | +2.0% | +37.0% |
| 1Y | +45.3% | +22.1% | +23.3% | +34.4% |
| All | +45.3% | +24.5% | +20.8% | +34.4% |
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