+930.0%
APH vs LYB
+38.1%
+891.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.0% |
| 7D | +4.9% | +6.1% | -1.2% | +3.0% |
| 30D | -5.4% | +5.3% | -10.7% | -7.1% |
| 3M | -5.5% | +4.3% | -9.8% | -7.4% |
| 6M | +25.9% | -10.8% | +36.7% | +28.6% |
| YTD | +16.4% | +53.8% | -37.4% | -4.8% |
| 1Y | +16.5% | +50.5% | -34.0% | -4.3% |
| 3Y | +270.9% | -16.4% | +287.3% | +267.4% |
| 5Y | +289.5% | -4.8% | +294.3% | +259.3% |
| All | +930.0% | +38.1% | +891.9% | +699.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling