+50.6%
AA vs LYB
+24.5%
+26.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | +0.1% |
| 7D | -3.4% | +0.3% | -3.7% | -3.5% |
| 30D | -5.8% | +2.5% | -8.2% | -6.3% |
| 3M | -29.9% | +1.4% | -31.3% | -30.2% |
| 6M | -27.0% | -3.5% | -23.5% | -27.0% |
| YTD | -8.7% | +52.0% | -60.7% | -19.7% |
| 1Y | +50.6% | +22.1% | +28.6% | +39.6% |
| All | +50.6% | +24.5% | +26.1% | +39.6% |
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