+40,736.5%
ADI vs LOW
+39,607.0%
+1,129.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | +9.5% | +1.4% | +8.0% | +8.9% |
| 30D | -1.4% | +21.7% | -23.1% | -9.1% |
| 3M | +4.7% | +5.0% | -0.3% | +2.0% |
| 6M | -7.4% | +4.6% | -12.0% | -10.2% |
| YTD | +48.1% | -3.5% | +51.5% | +47.6% |
| 1Y | +69.6% | +0.5% | +69.1% | +66.4% |
| 3Y | +144.4% | +24.8% | +119.6% | +119.3% |
| 5Y | +134.1% | +6.5% | +127.7% | +121.6% |
| 10Y | +632.8% | +294.6% | +338.2% | +309.4% |
| All | +40,736.5% | +39,607.0% | +1,129.4% | +4,979.2% |
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