+331.1%
AMD vs LOW
-7.0%
+338.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.3% | +3.4% | +4.3% |
| 7D | +2.6% | -1.7% | +4.3% | +3.1% |
| 30D | -0.9% | -7.0% | +6.1% | +1.2% |
| 3M | -8.7% | -0.9% | -7.8% | -9.7% |
| 6M | +136.3% | -20.1% | +156.4% | +154.7% |
| YTD | +123.0% | -13.9% | +136.9% | +132.9% |
| 1Y | +195.2% | -21.1% | +216.3% | +220.2% |
| All | +331.1% | -7.0% | +338.1% | +321.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling