+76.6%
AA vs LYB
+633.9%
-557.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -1.9% |
| 7D | -0.6% | -3.1% | +2.5% | +1.5% |
| 30D | -1.6% | +4.0% | -5.6% | -4.4% |
| 3M | -29.8% | +2.4% | -32.2% | -31.9% |
| 6M | -16.6% | -1.4% | -15.2% | -19.4% |
| YTD | -4.0% | +53.9% | -58.0% | -33.6% |
| 1Y | +63.5% | +26.1% | +37.4% | +28.1% |
| 3Y | +86.8% | -21.0% | +107.8% | +102.8% |
| 5Y | +12.4% | -0.7% | +13.1% | +7.2% |
| 10Y | +132.3% | +49.3% | +83.1% | +74.0% |
| All | +76.6% | +633.9% | -557.4% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling