+641.7%
APP vs LYB
-22.4%
+664.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.1% |
| 7D | +0.3% | -0.7% | +1.0% | +0.4% |
| 30D | -1.3% | +1.5% | -2.9% | -1.5% |
| 3M | -36.2% | -0.3% | -35.9% | -36.0% |
| 6M | -34.1% | +0.1% | -34.2% | -35.1% |
| YTD | -53.3% | +53.4% | -106.8% | -59.7% |
| 1Y | -44.5% | +25.6% | -70.2% | -48.5% |
| All | +641.7% | -22.4% | +664.1% | +757.3% |
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