-22.8%
LYB vs APA
+12.4%
-35.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.4% | -1.1% |
| 7D | +0.3% | +4.6% | -4.3% | -1.7% |
| 30D | +2.5% | +11.9% | -9.4% | -2.4% |
| 3M | +1.4% | +22.5% | -21.1% | -7.4% |
| 6M | -3.5% | +37.5% | -41.0% | -15.7% |
| YTD | +52.0% | +87.2% | -35.2% | +17.8% |
| 1Y | +22.1% | +101.4% | -79.4% | -8.8% |
| 3Y | -22.8% | +16.9% | -39.7% | -37.9% |
| All | -22.8% | +12.4% | -35.1% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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