+46.3%
LYB vs AGI
+392.3%
-346.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | +0.3% | -2.7% | +3.0% | +0.5% |
| 30D | +2.5% | +7.2% | -4.8% | +1.8% |
| 3M | +1.4% | +4.3% | -2.9% | +0.7% |
| 6M | -3.5% | -27.1% | +23.6% | -1.6% |
| YTD | +52.0% | -6.6% | +58.6% | +50.8% |
| 1Y | +22.1% | +9.5% | +12.5% | +18.9% |
| 3Y | -22.8% | +208.4% | -231.2% | -33.3% |
| 5Y | -3.4% | +401.6% | -405.0% | -21.1% |
| All | +46.3% | +392.3% | -346.1% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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