+642.3%
LYB vs ACM
+123.4%
+518.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +2.9% | +1.6% |
| 7D | -3.1% | -3.7% | +0.6% | -1.0% |
| 30D | +4.0% | -12.7% | +16.7% | +11.2% |
| 3M | +2.4% | -9.8% | +12.2% | +6.2% |
| 6M | -1.4% | -31.4% | +30.0% | +18.2% |
| YTD | +53.9% | -32.1% | +86.0% | +83.1% |
| 1Y | +26.1% | -47.8% | +73.9% | +74.4% |
| 3Y | -21.0% | -22.1% | +1.0% | -16.5% |
| 5Y | -0.7% | +1.8% | -2.5% | -13.4% |
| 10Y | +49.3% | +132.5% | -83.3% | -24.0% |
| All | +642.3% | +123.4% | +518.9% | +263.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling