+1,082.3%
APH vs LYB
+48.3%
+1,034.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.5% | +4.9% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | -1.2% | +2.5% | -3.7% | -2.2% |
| 3M | +10.3% | +1.4% | +8.9% | +9.0% |
| 6M | +25.2% | -3.5% | +28.7% | +22.7% |
| YTD | +24.6% | +52.0% | -27.4% | +2.9% |
| 1Y | +41.4% | +22.1% | +19.4% | +25.4% |
| 3Y | +297.8% | -22.8% | +320.6% | +307.9% |
| 5Y | +366.0% | -3.4% | +369.4% | +328.6% |
| All | +1,082.3% | +48.3% | +1,034.1% | +778.7% |
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