+315.5%
ARM vs LYB
-21.6%
+337.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.1% |
| 7D | +12.5% | -3.1% | +15.6% | +13.3% |
| 30D | -1.4% | +4.0% | -5.4% | -2.4% |
| 3M | -18.7% | +2.4% | -21.1% | -19.4% |
| 6M | +124.6% | -1.4% | +126.1% | +115.3% |
| YTD | +141.7% | +53.9% | +87.8% | +82.3% |
| 1Y | +87.7% | +26.1% | +61.6% | +57.9% |
| All | +315.5% | -21.6% | +337.1% | +354.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling