-18.8%
LYB vs AMIX
-100.0%
+81.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.9% |
| 7D | +6.1% | -9.9% | +16.0% | +6.1% |
| 30D | +5.3% | -52.8% | +58.1% | +5.4% |
| 3M | +4.3% | -80.0% | +84.3% | +4.6% |
| 6M | -10.8% | -80.2% | +69.4% | -11.4% |
| YTD | +53.8% | -88.1% | +141.9% | +52.8% |
| 1Y | +50.5% | -91.1% | +141.5% | +49.5% |
| All | -18.8% | -100.0% | +81.1% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 10y: compounded portfolio wealth divided by compounded AMIX 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…
10y analysis · Full analysis span regression · 6 months rolling