+112,825.2%
AMAT vs LOW
+40,328.9%
+72,496.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -2.5% | +8.7% | -11.1% | -5.9% |
| 30D | -26.5% | +25.5% | -52.0% | -33.8% |
| 3M | -28.6% | +6.6% | -35.2% | -31.3% |
| 6M | -14.2% | +2.4% | -16.7% | -17.0% |
| YTD | +45.5% | -1.7% | +47.2% | +42.7% |
| 1Y | +59.3% | +1.7% | +57.7% | +53.9% |
| 3Y | +153.1% | +26.6% | +126.5% | +120.2% |
| 5Y | +158.2% | +10.1% | +148.0% | +139.2% |
| 10Y | +1,370.8% | +303.3% | +1,067.5% | +686.7% |
| All | +112,825.2% | +40,328.9% | +72,496.3% | +12,048.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling