-10.8%
LYB vs AMC
+146.2%
-157.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +0.8% |
| 7D | +6.1% | +3.5% | +2.6% | +6.2% |
| 30D | +5.3% | +12.5% | -7.1% | +5.6% |
| 3M | +4.3% | +23.6% | -19.3% | +4.7% |
| 6M | -10.8% | +144.4% | -155.2% | -10.9% |
| All | -10.8% | +146.2% | -157.0% | -10.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling