+483.7%
APLD vs LYB
-14.4%
+498.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.7% | +5.7% | +6.6% |
| 7D | +16.6% | -0.9% | +17.4% | +17.0% |
| 30D | -3.1% | +9.5% | -12.6% | -7.6% |
| 3M | -30.9% | +1.3% | -32.1% | -32.2% |
| 6M | +12.6% | -1.7% | +14.4% | +4.7% |
| YTD | +15.5% | +54.1% | -38.7% | -23.0% |
| 1Y | +103.5% | +25.7% | +77.8% | +53.9% |
| 3Y | +446.5% | -20.9% | +467.5% | +546.2% |
| All | +483.7% | -14.4% | +498.1% | +690.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling