-22.8%
LYB vs AGI
+206.1%
-228.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | +0.3% | -2.7% | +3.0% | +0.3% |
| 30D | +2.5% | +7.2% | -4.8% | +2.3% |
| 3M | +1.4% | +4.3% | -2.9% | +1.4% |
| 6M | -3.5% | -27.1% | +23.6% | -2.2% |
| YTD | +52.0% | -6.6% | +58.6% | +50.4% |
| 1Y | +22.1% | +9.5% | +12.5% | +19.6% |
| 3Y | -22.8% | +208.4% | -231.2% | -35.5% |
| All | -22.8% | +206.1% | -228.9% | -35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling