+46.3%
LYB vs ACM
+134.0%
-87.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -2.0% | -1.5% |
| 7D | +0.3% | -4.6% | +4.8% | +2.9% |
| 30D | +2.5% | +4.1% | -1.6% | -0.3% |
| 3M | +1.4% | -8.3% | +9.7% | +4.2% |
| 6M | -3.5% | -30.1% | +26.6% | +14.4% |
| YTD | +52.0% | -32.6% | +84.6% | +81.6% |
| 1Y | +22.1% | -49.6% | +71.6% | +73.7% |
| 3Y | -22.8% | -23.0% | +0.3% | -18.5% |
| 5Y | -3.4% | +2.0% | -5.3% | -18.0% |
| All | +46.3% | +134.0% | -87.7% | -20.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling