+247.2%
AMAT vs LOW
+9.5%
+237.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +3.6% |
| 7D | -1.5% | -1.7% | +0.2% | -0.5% |
| 30D | -14.8% | -7.0% | -7.8% | -11.4% |
| 3M | -9.3% | -0.9% | -8.4% | -10.5% |
| 6M | +27.4% | -20.1% | +47.5% | +43.6% |
| YTD | +77.6% | -13.9% | +91.5% | +88.8% |
| 1Y | +188.9% | -21.1% | +210.1% | +224.3% |
| 3Y | +202.3% | -6.6% | +208.9% | +192.7% |
| All | +247.2% | +9.5% | +237.7% | +180.1% |
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