+46.3%
LYB vs AG
+68.4%
-22.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.6% |
| 7D | +0.3% | -6.7% | +7.0% | +1.0% |
| 30D | +2.5% | +2.2% | +0.3% | +2.1% |
| 3M | +1.4% | +15.7% | -14.3% | -0.7% |
| 6M | -3.5% | -23.8% | +20.3% | -2.0% |
| YTD | +52.0% | +17.6% | +34.3% | +45.3% |
| 1Y | +22.1% | +88.6% | -66.6% | +9.4% |
| 3Y | -22.8% | +253.4% | -276.2% | -38.4% |
| 5Y | -3.4% | +62.4% | -65.8% | -17.9% |
| All | +46.3% | +68.4% | -22.1% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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