+639.9%
LYB vs AME
+1,219.2%
-579.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | +0.4% |
| 7D | -0.7% | 0.0% | -0.7% | -0.8% |
| 30D | +1.5% | -8.6% | +10.1% | +8.8% |
| 3M | -0.3% | +5.8% | -6.1% | -6.3% |
| 6M | +0.1% | +3.8% | -3.8% | -7.2% |
| YTD | +53.4% | +14.4% | +39.0% | +30.2% |
| 1Y | +25.6% | +25.8% | -0.1% | -2.7% |
| 3Y | -21.3% | +55.2% | -76.5% | -51.0% |
| 5Y | -2.4% | +85.5% | -88.0% | -49.7% |
| 10Y | +48.8% | +424.0% | -375.2% | -68.8% |
| All | +639.9% | +1,219.2% | -579.4% | -31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling