+24.4%
LYB vs APTV
-39.9%
+64.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.0% | -1.9% |
| 7D | -0.2% | +4.8% | -5.0% | -0.2% |
| 30D | +8.7% | +2.0% | +6.7% | +8.8% |
| 3M | -3.0% | -34.2% | +31.2% | -1.6% |
| 6M | +4.7% | -34.7% | +39.4% | +13.2% |
| YTD | +51.6% | -37.0% | +88.6% | +61.9% |
| 1Y | +24.4% | -40.4% | +64.7% | +33.5% |
| All | +24.4% | -39.9% | +64.2% | +33.5% |
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