+61.0%
AA vs LYB
+25.6%
+35.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.7% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | +5.0% | +8.7% | -3.7% | +3.1% |
| 3M | -35.8% | -3.0% | -32.8% | -35.5% |
| 6M | -18.4% | +4.7% | -23.1% | -19.9% |
| YTD | -5.5% | +51.6% | -57.1% | -17.3% |
| 1Y | +61.0% | +24.4% | +36.6% | +48.8% |
| All | +61.0% | +25.6% | +35.3% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 1y: compounded portfolio wealth divided by compounded LYB 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…
1y analysis · Full analysis span regression · 6 months rolling