+6.1%
LYB vs ABCL
-81.2%
+87.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -0.9% | +1.4% | -2.3% | -1.0% |
| 30D | +9.5% | +65.1% | -55.6% | +5.7% |
| 3M | +1.3% | +111.1% | -109.8% | -4.2% |
| 6M | -1.7% | +231.6% | -233.3% | -10.6% |
| YTD | +54.1% | +234.5% | -180.4% | +39.4% |
| 1Y | +25.7% | +174.3% | -148.7% | +14.9% |
| 3Y | -20.9% | +111.5% | -132.4% | -29.4% |
| 5Y | -1.5% | -37.3% | +35.7% | -10.3% |
| All | +6.1% | -81.2% | +87.3% | +1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling