-22.8%
LYB vs AME
+59.6%
-82.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.3% | -4.2% | -1.7% |
| 7D | +0.3% | +1.7% | -1.5% | -0.2% |
| 30D | +2.5% | -6.4% | +8.9% | +4.2% |
| 3M | +1.4% | +7.1% | -5.7% | -1.2% |
| 6M | -3.5% | +8.2% | -11.7% | -7.3% |
| YTD | +52.0% | +18.2% | +33.8% | +38.5% |
| 1Y | +22.1% | +26.7% | -4.7% | +6.8% |
| 3Y | -22.8% | +60.7% | -83.5% | -41.4% |
| All | -22.8% | +59.6% | -82.4% | -41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling