+142.7%
AMAT vs LOW
+22.6%
+120.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.5% |
| 7D | -14.7% | +7.4% | -22.1% | -16.4% |
| 30D | -36.1% | +24.5% | -60.6% | -40.3% |
| 3M | -36.9% | +3.5% | -40.3% | -37.3% |
| 6M | -22.2% | -2.6% | -19.6% | -21.1% |
| YTD | +29.9% | -4.8% | +34.8% | +31.8% |
| 1Y | +43.3% | -0.8% | +44.1% | +41.9% |
| 3Y | +142.7% | +22.8% | +119.9% | +112.4% |
| All | +142.7% | +22.6% | +120.1% | +112.4% |
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