+46.3%
LYB vs APD
+166.7%
-120.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.4% |
| 7D | +0.3% | -3.3% | +3.5% | +2.6% |
| 30D | +2.5% | -4.2% | +6.6% | +5.4% |
| 3M | +1.4% | +5.4% | -4.1% | -3.2% |
| 6M | -3.5% | +6.3% | -9.7% | -8.4% |
| YTD | +52.0% | +20.3% | +31.7% | +31.8% |
| 1Y | +22.1% | +1.6% | +20.5% | +18.5% |
| 3Y | -22.8% | +4.0% | -26.8% | -29.0% |
| 5Y | -3.4% | +23.3% | -26.7% | -25.9% |
| All | +46.3% | +166.7% | -120.4% | -39.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling