+57.8%
LYB vs AMC
-97.6%
+155.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +0.9% |
| 7D | +6.1% | +3.5% | +2.6% | +6.0% |
| 30D | +5.3% | +12.5% | -7.1% | +4.9% |
| 3M | +4.3% | +23.6% | -19.3% | +3.4% |
| 6M | -10.8% | +144.4% | -155.2% | -14.0% |
| YTD | +53.8% | +108.3% | -54.6% | +48.4% |
| 1Y | +50.5% | +38.9% | +11.6% | +47.1% |
| 3Y | -16.4% | -58.9% | +42.5% | -16.6% |
| 5Y | -4.8% | -99.2% | +94.4% | +3.0% |
| 10Y | +38.2% | -98.8% | +137.0% | +36.9% |
| All | +57.8% | -97.6% | +155.4% | +30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling