+642.3%
LYB vs AG
+500.4%
+141.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.4% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | +4.0% | +12.5% | -8.4% | +2.4% |
| 3M | +2.4% | +28.2% | -25.7% | -1.4% |
| 6M | -1.4% | -18.8% | +17.4% | -0.6% |
| YTD | +53.9% | +27.4% | +26.6% | +44.9% |
| 1Y | +26.1% | +132.2% | -106.1% | +8.5% |
| 3Y | -21.0% | +286.9% | -307.9% | -39.3% |
| 5Y | -0.7% | +72.8% | -73.5% | -17.9% |
| 10Y | +49.3% | +74.6% | -25.3% | +10.3% |
| All | +642.3% | +500.4% | +141.9% | +294.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling