+16.3%
AZN vs LYB
+47.1%
-30.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -1.2% |
| 7D | +7.1% | -5.7% | +12.9% | +6.9% |
| 30D | +17.8% | +4.6% | +13.2% | +18.2% |
| 3M | +15.7% | +5.5% | +10.2% | +16.0% |
| 6M | +3.1% | -19.1% | +22.2% | +2.8% |
| YTD | +2.7% | +47.1% | -44.4% | -2.4% |
| 1Y | +16.3% | +49.0% | -32.7% | +10.2% |
| All | +16.3% | +47.1% | -30.8% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling