+34.8%
AKAM vs LYB
+24.5%
+10.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | +1.5% | +0.3% | +1.2% | +1.5% |
| 30D | -13.0% | +2.5% | -15.5% | -13.3% |
| 3M | -19.4% | +1.4% | -20.8% | -19.7% |
| 6M | +0.3% | -3.5% | +3.8% | +0.1% |
| YTD | +22.4% | +52.0% | -29.6% | +15.0% |
| 1Y | +34.8% | +22.1% | +12.8% | +31.0% |
| All | +34.8% | +24.5% | +10.3% | +31.0% |
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