-4.9%
LYB vs APD
+22.2%
-27.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.6% |
| 7D | +0.3% | -3.3% | +3.5% | +1.9% |
| 30D | +2.5% | -4.2% | +6.6% | +4.6% |
| 3M | +1.4% | +5.4% | -4.1% | -1.8% |
| 6M | -3.5% | +6.3% | -9.7% | -6.8% |
| YTD | +52.0% | +20.3% | +31.7% | +38.0% |
| 1Y | +22.1% | +1.6% | +20.5% | +20.2% |
| 3Y | -22.8% | +4.0% | -26.8% | -25.4% |
| All | -4.9% | +22.2% | -27.2% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling