+49.0%
LYB vs AZO
-10.2%
+59.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.2% |
| 7D | -5.7% | +5.5% | -11.2% | -5.2% |
| 30D | +4.6% | +14.2% | -9.6% | +6.1% |
| 3M | +5.5% | +7.9% | -2.4% | +6.4% |
| 6M | -19.1% | -6.6% | -12.5% | -19.7% |
| YTD | +47.1% | -2.4% | +49.5% | +49.7% |
| 1Y | +49.0% | -9.6% | +58.6% | +50.5% |
| All | +49.0% | -10.2% | +59.2% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 1y: compounded portfolio wealth divided by compounded AZO 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…
1y analysis · Full analysis span regression · 6 months rolling