+6,467.5%
ABT vs LOW
+34,691.1%
-28,223.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.2% |
| 7D | -3.1% | +0.4% | -3.5% | -3.2% |
| 30D | -2.1% | -10.1% | +8.0% | 0.0% |
| 3M | +17.4% | -2.9% | +20.3% | +18.0% |
| 6M | -2.4% | -19.4% | +17.0% | +1.8% |
| YTD | -14.2% | -15.4% | +1.2% | -11.6% |
| 1Y | -18.3% | -24.9% | +6.6% | -13.8% |
| 3Y | +11.5% | -7.8% | +19.3% | +11.8% |
| 5Y | -9.9% | +8.4% | -18.3% | -13.1% |
| 10Y | +204.4% | +226.8% | -22.4% | +131.6% |
| All | +6,467.5% | +34,691.1% | -28,223.5% | +1,815.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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