+50.6%
LYB vs AME
+21.1%
+29.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.6% | -0.1% | -6.7% |
| 7D | -6.2% | -4.4% | -1.8% | -7.9% |
| 30D | +6.3% | -5.9% | +12.2% | +3.8% |
| 3M | +4.1% | -6.5% | +10.6% | +1.5% |
| 6M | -15.5% | +3.2% | -18.7% | -13.1% |
| YTD | +50.2% | +16.0% | +34.2% | +48.2% |
| 1Y | +50.6% | +20.4% | +30.2% | +44.3% |
| All | +50.6% | +21.1% | +29.5% | +44.3% |
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