-5.0%
LYB vs BAM
+78.0%
-83.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.1% |
| 7D | -0.2% | -2.0% | +1.7% | +0.2% |
| 30D | +8.7% | -2.9% | +11.6% | +9.3% |
| 3M | -3.0% | +9.4% | -12.4% | -5.8% |
| 6M | +4.7% | +10.8% | -6.0% | +0.7% |
| YTD | +51.6% | -0.4% | +52.0% | +50.6% |
| 1Y | +24.4% | -10.9% | +35.2% | +28.0% |
| 3Y | -23.5% | +61.3% | -84.7% | -36.7% |
| All | -5.0% | +78.0% | -83.0% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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