+115.3%
ADI vs LOW
-9.4%
+124.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.0% |
| 7D | +2.6% | -0.6% | +3.3% | +2.9% |
| 30D | -4.6% | -9.3% | +4.6% | -0.4% |
| 3M | -9.5% | -8.1% | -1.4% | -6.5% |
| 6M | +14.8% | -19.8% | +34.6% | +27.0% |
| YTD | +35.8% | -16.4% | +52.2% | +45.6% |
| 1Y | +48.9% | -24.7% | +73.6% | +69.1% |
| All | +115.3% | -9.4% | +124.7% | +115.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling