+295.8%
AMD vs LOW
+7.2%
+288.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.8% | +7.6% | +6.8% |
| 7D | +44.7% | +0.1% | +44.6% | +44.7% |
| 30D | -3.3% | +21.3% | -24.6% | -13.3% |
| 3M | +21.2% | +6.0% | +15.2% | +16.6% |
| 6M | +30.6% | +2.6% | +28.0% | +26.1% |
| YTD | +173.3% | -3.6% | +176.9% | +172.0% |
| 1Y | +126.1% | -1.0% | +127.0% | +119.5% |
| 3Y | +393.5% | +24.2% | +369.4% | +279.6% |
| 5Y | +295.8% | +6.3% | +289.4% | +231.0% |
| All | +295.8% | +7.2% | +288.6% | +231.0% |
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