-4.9%
LYB vs AU
+686.2%
-691.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.5% | -1.0% |
| 7D | +0.3% | -4.3% | +4.5% | +0.5% |
| 30D | +2.5% | +7.3% | -4.8% | +2.0% |
| 3M | +1.4% | +26.3% | -24.9% | -0.1% |
| 6M | -3.5% | +1.8% | -5.3% | -4.1% |
| YTD | +52.0% | +26.8% | +25.2% | +47.3% |
| 1Y | +22.1% | +66.7% | -44.6% | +14.7% |
| 3Y | -22.8% | +579.1% | -601.8% | -42.1% |
| All | -4.9% | +686.2% | -691.2% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 5y: compounded portfolio wealth divided by compounded AU 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…
5y analysis · Full analysis span regression · 6 months rolling