+219.8%
ARM vs LYB
-24.0%
+243.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +3.3% | +8.8% | +11.4% |
| 7D | +6.0% | -0.6% | +6.6% | +6.2% |
| 30D | -20.3% | +5.3% | -25.7% | -21.3% |
| 3M | -24.4% | -1.2% | -23.2% | -24.6% |
| 6M | -4.4% | -13.1% | +8.7% | -1.6% |
| YTD | +86.0% | +49.3% | +36.7% | +40.8% |
| 1Y | +35.8% | +51.8% | -16.0% | +0.5% |
| 3Y | +289.1% | -18.9% | +307.9% | +301.3% |
| All | +219.8% | -24.0% | +243.8% | +250.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling