-4.4%
ARM vs LYB
-12.6%
+8.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +3.3% | +8.8% | +13.4% |
| 7D | +6.0% | -0.6% | +6.6% | +5.4% |
| 30D | -20.3% | +5.3% | -25.7% | -17.6% |
| 3M | -24.4% | -1.2% | -23.2% | -23.4% |
| 6M | -4.4% | -13.1% | +8.7% | +9.5% |
| All | -4.4% | -12.6% | +8.2% | +9.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling