+126.7%
AMAT vs LOW
+4.9%
+121.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.8% |
| 7D | -14.7% | +7.4% | -22.1% | -18.1% |
| 30D | -36.1% | +24.5% | -60.6% | -43.7% |
| 3M | -36.9% | +3.5% | -40.3% | -38.6% |
| 6M | -22.2% | -2.6% | -19.6% | -22.5% |
| YTD | +29.9% | -4.8% | +34.8% | +29.7% |
| 1Y | +43.3% | -0.8% | +44.1% | +38.7% |
| 3Y | +142.7% | +22.8% | +119.9% | +92.6% |
| All | +126.7% | +4.9% | +121.8% | +100.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling