+137,736.4%
AMAT vs LOW
+35,323.5%
+102,412.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +3.8% |
| 7D | -1.5% | -1.7% | +0.2% | -0.7% |
| 30D | -14.8% | -7.0% | -7.8% | -12.2% |
| 3M | -9.3% | -0.9% | -8.4% | -9.9% |
| 6M | +27.4% | -20.1% | +47.5% | +38.4% |
| YTD | +77.6% | -13.9% | +91.5% | +86.1% |
| 1Y | +188.9% | -21.1% | +210.1% | +213.4% |
| 3Y | +202.3% | -6.6% | +208.9% | +202.4% |
| 5Y | +248.9% | +9.4% | +239.6% | +228.3% |
| 10Y | +1,585.2% | +220.5% | +1,364.7% | +899.5% |
| All | +137,736.4% | +35,323.5% | +102,412.9% | +15,745.2% |
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 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