-22.8%
LYB vs APTV
-55.4%
+32.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +0.3% | -5.0% | +5.3% | +1.3% |
| 30D | +2.5% | -6.1% | +8.5% | +3.7% |
| 3M | +1.4% | -33.0% | +34.4% | +10.5% |
| 6M | -3.5% | -35.2% | +31.8% | +5.5% |
| YTD | +52.0% | -40.1% | +92.1% | +70.4% |
| 1Y | +22.1% | -45.6% | +67.7% | +41.4% |
| 3Y | -22.8% | -54.4% | +31.6% | -15.3% |
| All | -22.8% | -55.4% | +32.6% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling