+49.0%
LYB vs AHR
+23.7%
+25.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.2% |
| 7D | -5.7% | +5.9% | -11.6% | -4.9% |
| 30D | +4.6% | +11.0% | -6.4% | +6.4% |
| 3M | +5.5% | +1.5% | +4.0% | +5.6% |
| 6M | -19.1% | +13.9% | -33.0% | -17.1% |
| YTD | +47.1% | +20.9% | +26.2% | +51.0% |
| 1Y | +49.0% | +21.4% | +27.6% | +51.1% |
| All | +49.0% | +23.7% | +25.3% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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