+396.9%
APP vs LYB
-14.5%
+411.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.9% | +4.0% | +3.3% |
| 7D | +1.1% | +0.3% | +0.8% | +1.0% |
| 30D | +6.6% | +2.5% | +4.2% | +5.8% |
| 3M | -32.3% | +1.4% | -33.7% | -33.1% |
| 6M | -29.8% | -3.5% | -26.3% | -31.1% |
| YTD | -51.9% | +52.0% | -103.9% | -61.1% |
| 1Y | -43.3% | +22.1% | -65.3% | -49.8% |
| 3Y | +664.1% | -22.8% | +686.8% | +727.5% |
| 5Y | +318.7% | -3.4% | +322.0% | +323.9% |
| All | +396.9% | -14.5% | +411.4% | +395.1% |
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