+24.4%
LYB vs APD
+6.0%
+18.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.5% |
| 7D | -0.2% | -2.2% | +2.0% | +0.8% |
| 30D | +8.7% | +2.1% | +6.6% | +7.8% |
| 3M | -3.0% | +7.2% | -10.2% | -6.2% |
| 6M | +4.7% | +11.2% | -6.5% | -0.3% |
| YTD | +51.6% | +24.4% | +27.2% | +39.1% |
| 1Y | +24.4% | +6.7% | +17.7% | +32.0% |
| All | +24.4% | +6.0% | +18.3% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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