+407.1%
APLD vs LYB
-23.1%
+430.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.6% |
| 7D | +0.2% | +0.3% | -0.1% | +0.2% |
| 30D | -15.2% | +2.5% | -17.6% | -15.6% |
| 3M | -36.3% | +1.4% | -37.7% | -36.5% |
| 6M | -7.4% | -3.5% | -3.9% | -10.7% |
| YTD | +7.7% | +52.0% | -44.2% | -13.6% |
| 1Y | +53.8% | +22.1% | +31.7% | +34.8% |
| 3Y | +407.1% | -22.8% | +429.9% | +464.3% |
| All | +407.1% | -23.1% | +430.2% | +464.3% |
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 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