+22.1%
LYB vs ABCL
+152.1%
-130.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.1% | -5.1% | -0.9% |
| 7D | +0.3% | -4.7% | +5.0% | +0.2% |
| 30D | +2.5% | +5.2% | -2.7% | +2.5% |
| 3M | +1.4% | +106.6% | -105.3% | +2.2% |
| 6M | -3.5% | +198.4% | -201.8% | -2.1% |
| YTD | +52.0% | +218.4% | -166.4% | +52.5% |
| 1Y | +22.1% | +136.2% | -114.2% | +28.1% |
| All | +22.1% | +152.1% | -130.0% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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