+642.3%
LYB vs APA
-41.7%
+684.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -1.2% |
| 7D | -3.1% | +0.3% | -3.4% | -3.2% |
| 30D | +4.0% | +9.3% | -5.3% | +0.6% |
| 3M | +2.4% | +23.3% | -20.9% | -5.5% |
| 6M | -1.4% | +39.5% | -40.9% | -13.1% |
| YTD | +53.9% | +87.6% | -33.7% | +21.7% |
| 1Y | +26.1% | +114.2% | -88.2% | -6.1% |
| 3Y | -21.0% | +13.6% | -34.6% | -29.1% |
| 5Y | -0.7% | +175.6% | -176.3% | -40.8% |
| 10Y | +49.3% | -2.6% | +51.9% | +0.4% |
| All | +642.3% | -41.7% | +684.0% | +590.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling