+50.6%
LYB vs APTV
-46.4%
+97.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.6% | -9.4% | -4.5% |
| 7D | -6.2% | -1.9% | -4.4% | -6.2% |
| 30D | +6.3% | -1.4% | +7.8% | +6.3% |
| 3M | +4.1% | -9.3% | +13.4% | +4.0% |
| 6M | -15.5% | -27.3% | +11.9% | -15.1% |
| YTD | +50.2% | -43.1% | +93.4% | +58.6% |
| 1Y | +50.6% | -46.5% | +97.1% | +63.8% |
| All | +50.6% | -46.4% | +97.0% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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