-22.8%
LYB vs ACM
-22.9%
+0.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -2.0% | -1.2% |
| 7D | +0.3% | -4.6% | +4.8% | +1.3% |
| 30D | +2.5% | +4.1% | -1.6% | +1.3% |
| 3M | +1.4% | -8.3% | +9.7% | +2.5% |
| 6M | -3.5% | -30.1% | +26.6% | +5.7% |
| YTD | +52.0% | -32.6% | +84.6% | +67.3% |
| 1Y | +22.1% | -49.6% | +71.6% | +54.5% |
| 3Y | -22.8% | -23.0% | +0.3% | -23.2% |
| All | -22.8% | -22.9% | +0.1% | -23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling