-23.3%
LYB vs AMDL
+117.8%
-141.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.7% | -10.0% | +1.2% |
| 7D | -0.9% | +19.9% | -20.8% | -1.7% |
| 30D | +9.5% | +6.3% | +3.3% | +9.0% |
| 3M | +1.3% | -9.9% | +11.2% | +0.4% |
| 6M | -1.7% | +394.3% | -396.1% | -15.4% |
| YTD | +54.1% | +257.3% | -203.2% | +33.8% |
| 1Y | +25.7% | +508.5% | -482.9% | +0.2% |
| All | -23.3% | +117.8% | -141.1% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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