-2.4%
LYB vs AMC
-99.5%
+97.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.7% | -0.2% |
| 7D | -0.7% | -7.1% | +6.4% | -0.5% |
| 30D | +1.5% | -1.7% | +3.2% | +1.5% |
| 3M | -0.3% | +13.5% | -13.7% | -1.2% |
| 6M | +0.1% | +112.6% | -112.6% | -3.6% |
| YTD | +53.4% | +51.3% | +2.2% | +49.7% |
| 1Y | +25.6% | -14.5% | +40.1% | +25.2% |
| 3Y | -21.3% | -67.1% | +45.8% | -20.5% |
| 5Y | -2.4% | -99.5% | +97.1% | +18.9% |
| All | -2.4% | -99.5% | +97.1% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 5y: compounded portfolio wealth divided by compounded AMC 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…
5y analysis · Full analysis span regression · 6 months rolling