-4.9%
LYB vs AUR
-35.1%
+30.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.0% |
| 7D | +0.3% | +1.4% | -1.2% | +0.2% |
| 30D | +2.5% | -6.4% | +8.9% | +2.7% |
| 3M | +1.4% | +7.7% | -6.3% | +0.7% |
| 6M | -3.5% | +44.5% | -48.0% | -6.3% |
| YTD | +52.0% | +67.4% | -15.5% | +46.1% |
| 1Y | +22.1% | +15.4% | +6.6% | +19.6% |
| 3Y | -22.8% | +94.8% | -117.6% | -28.7% |
| All | -4.9% | -35.1% | +30.1% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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