+16.4%
APH vs LYB
+47.4%
-31.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.7% | -1.4% | -7.2% |
| 7D | -2.4% | -6.2% | +3.8% | -3.7% |
| 30D | -9.5% | +6.3% | -15.8% | -8.1% |
| 3M | -7.6% | +4.1% | -11.7% | -6.4% |
| 6M | +12.4% | -15.5% | +27.9% | +10.3% |
| YTD | +17.5% | +50.2% | -32.7% | +20.2% |
| 1Y | +16.4% | +50.6% | -34.2% | +19.3% |
| All | +16.4% | +47.4% | -31.0% | +19.3% |
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