+391.7%
APP vs LYB
-14.8%
+406.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.7% |
| 7D | +0.9% | -0.2% | +1.1% | +0.9% |
| 30D | -23.3% | +8.7% | -32.0% | -25.5% |
| 3M | -42.6% | -3.0% | -39.6% | -42.5% |
| 6M | -33.6% | +4.7% | -38.3% | -36.9% |
| YTD | -52.4% | +51.6% | -104.0% | -61.5% |
| 1Y | -35.9% | +24.4% | -60.2% | -43.8% |
| 3Y | +642.2% | -23.5% | +665.7% | +707.3% |
| 5Y | +311.1% | -6.5% | +317.6% | +316.3% |
| All | +391.7% | -14.8% | +406.4% | +390.4% |
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