+50.6%
LYB vs ACM
-46.6%
+97.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.9% | -7.7% | -4.5% |
| 7D | -6.2% | +9.5% | -15.7% | -5.6% |
| 30D | +6.3% | +14.7% | -8.4% | +7.2% |
| 3M | +4.1% | -9.5% | +13.6% | +3.3% |
| 6M | -15.5% | -18.0% | +2.6% | -16.0% |
| YTD | +50.2% | -27.3% | +77.5% | +51.3% |
| 1Y | +50.6% | -47.0% | +97.6% | +58.6% |
| All | +50.6% | -46.6% | +97.2% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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