-19.4%
LYB vs AS
+120.4%
-139.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.6% | -5.5% | -2.2% |
| 7D | -0.2% | -4.9% | +4.7% | +0.1% |
| 30D | +8.7% | -19.6% | +28.3% | +10.5% |
| 3M | -3.0% | -14.4% | +11.4% | -2.1% |
| 6M | +4.7% | -20.1% | +24.9% | +6.2% |
| YTD | +51.6% | -20.9% | +72.5% | +53.4% |
| 1Y | +24.4% | -21.9% | +46.2% | +25.7% |
| All | -19.4% | +120.4% | -139.8% | -29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling