+221.9%
AKAM vs LYB
+624.6%
-402.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | +1.5% | +0.3% | +1.2% | +1.4% |
| 30D | -13.0% | +2.5% | -15.5% | -13.8% |
| 3M | -19.4% | +1.4% | -20.8% | -19.9% |
| 6M | +0.3% | -3.5% | +3.8% | -0.1% |
| YTD | +22.4% | +52.0% | -29.6% | +5.6% |
| 1Y | +34.8% | +22.1% | +12.8% | +23.5% |
| 3Y | +1.9% | -22.8% | +24.7% | +5.3% |
| 5Y | -4.6% | -3.4% | -1.2% | -9.6% |
| 10Y | +103.4% | +47.4% | +56.1% | +48.9% |
| All | +221.9% | +624.6% | -402.8% | +6.2% |
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