+24.4%
LYB vs AME
+29.8%
-5.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -1.4% |
| 7D | -0.2% | +0.6% | -0.9% | 0.0% |
| 30D | +8.7% | -6.7% | +15.4% | +6.4% |
| 3M | -3.0% | +4.1% | -7.1% | -1.5% |
| 6M | +4.7% | +1.6% | +3.1% | +9.1% |
| YTD | +51.6% | +16.1% | +35.4% | +50.8% |
| 1Y | +24.4% | +27.3% | -3.0% | +20.4% |
| All | +24.4% | +29.8% | -5.4% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling