+43.3%
AMAT vs LOW
-1.5%
+44.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.1% |
| 7D | -14.7% | +7.4% | -22.1% | -14.2% |
| 30D | -36.1% | +24.5% | -60.6% | -35.8% |
| 3M | -36.9% | +3.5% | -40.3% | -35.5% |
| 6M | -22.2% | -2.6% | -19.6% | -18.3% |
| YTD | +29.9% | -4.8% | +34.8% | +33.6% |
| 1Y | +43.3% | -0.8% | +44.1% | +43.8% |
| All | +43.3% | -1.5% | +44.8% | +43.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling