+354.5%
LYB vs APTV
+179.8%
+174.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +0.3% | -5.0% | +5.3% | +2.4% |
| 30D | +2.5% | -6.1% | +8.5% | +4.8% |
| 3M | +1.4% | -33.0% | +34.4% | +18.1% |
| 6M | -3.5% | -35.2% | +31.8% | +10.8% |
| YTD | +52.0% | -40.1% | +92.1% | +80.1% |
| 1Y | +22.1% | -45.6% | +67.7% | +51.0% |
| 3Y | -22.8% | -54.4% | +31.6% | -1.3% |
| 5Y | -3.4% | -68.9% | +65.5% | +39.8% |
| 10Y | +47.4% | -17.2% | +64.6% | +18.1% |
| All | +354.5% | +179.8% | +174.7% | +32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling