+147.1%
AMAT vs LOW
+6.6%
+140.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.9% | -2.8% |
| 7D | +11.4% | +1.4% | +9.9% | +10.7% |
| 30D | -17.0% | +21.7% | -38.7% | -25.7% |
| 3M | -30.6% | +5.0% | -35.6% | -32.9% |
| 6M | -14.9% | +4.6% | -19.5% | -18.8% |
| YTD | +44.7% | -3.5% | +48.2% | +43.6% |
| 1Y | +66.9% | +0.5% | +66.3% | +60.8% |
| 3Y | +153.3% | +24.8% | +128.5% | +99.6% |
| All | +147.1% | +6.6% | +140.6% | +116.8% |
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 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