+285.6%
APH vs LYB
-22.2%
+307.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +1.6% | -3.1% | +4.7% | +1.7% |
| 30D | -3.0% | +4.0% | -7.0% | -3.2% |
| 3M | +5.7% | +2.4% | +3.3% | +5.8% |
| 6M | +20.0% | -1.4% | +21.4% | +18.6% |
| YTD | +20.8% | +53.9% | -33.1% | +9.9% |
| 1Y | +40.2% | +26.1% | +14.2% | +32.9% |
| All | +285.6% | -22.2% | +307.7% | +311.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling