+632.8%
LYB vs AU
+225.5%
+407.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.5% | -1.0% |
| 7D | +0.3% | -4.3% | +4.5% | +0.6% |
| 30D | +2.5% | +7.3% | -4.8% | +1.7% |
| 3M | +1.4% | +26.3% | -24.9% | -1.0% |
| 6M | -3.5% | +1.8% | -5.3% | -4.7% |
| YTD | +52.0% | +26.8% | +25.2% | +46.4% |
| 1Y | +22.1% | +66.7% | -44.6% | +14.0% |
| 3Y | -22.8% | +579.1% | -601.8% | -39.2% |
| 5Y | -3.4% | +689.3% | -692.7% | -26.3% |
| 10Y | +47.4% | +686.6% | -639.3% | +5.8% |
| All | +632.8% | +225.5% | +407.4% | +579.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling