+22.0%
LYB vs AMRZ
-20.3%
+42.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.3% |
| 7D | -0.7% | -8.1% | +7.4% | -0.7% |
| 30D | +1.5% | -14.8% | +16.4% | +1.6% |
| 3M | -0.3% | -19.7% | +19.5% | -0.2% |
| 6M | +0.1% | -30.8% | +30.9% | +2.4% |
| YTD | +53.4% | -24.3% | +77.7% | +49.9% |
| 1Y | +25.6% | -24.0% | +49.7% | +21.6% |
| All | +22.0% | -20.3% | +42.3% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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