+383.0%
ADM vs LYB
+633.9%
-250.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.5% |
| 7D | +1.4% | -3.1% | +4.5% | +2.5% |
| 30D | +8.2% | +4.0% | +4.2% | +6.6% |
| 3M | +8.7% | +2.4% | +6.3% | +7.5% |
| 6M | +29.1% | -1.4% | +30.5% | +28.0% |
| YTD | +53.7% | +53.9% | -0.3% | +29.0% |
| 1Y | +43.2% | +26.1% | +17.2% | +28.3% |
| 3Y | +21.4% | -21.0% | +42.4% | +25.9% |
| 5Y | +67.1% | -0.7% | +67.8% | +57.2% |
| 10Y | +176.6% | +49.3% | +127.3% | +107.3% |
| All | +383.0% | +633.9% | -250.9% | +109.6% |
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