-18.0%
LYB vs AS
+114.1%
-132.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.8% | +4.5% | +1.9% |
| 7D | -0.9% | -2.6% | +1.7% | -0.7% |
| 30D | +9.5% | -22.1% | +31.6% | +11.6% |
| 3M | +1.3% | -15.3% | +16.6% | +2.2% |
| 6M | -1.7% | -15.6% | +13.8% | -1.5% |
| YTD | +54.1% | -23.2% | +77.3% | +56.3% |
| 1Y | +25.7% | -21.7% | +47.4% | +26.6% |
| All | -18.0% | +114.1% | -132.1% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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