+199.0%
AMD vs LOW
+4.9%
+194.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.2% | +12.2% | +11.6% |
| 7D | -11.0% | +7.4% | -18.5% | -14.5% |
| 30D | -30.5% | +24.5% | -54.9% | -38.7% |
| 3M | -8.2% | +3.5% | -11.7% | -10.7% |
| 6M | +6.6% | -2.6% | +9.1% | +6.1% |
| YTD | +109.7% | -4.8% | +114.5% | +109.8% |
| 1Y | +88.9% | -0.8% | +89.7% | +82.5% |
| 3Y | +301.8% | +22.8% | +279.0% | +210.1% |
| All | +199.0% | +4.9% | +194.2% | +149.9% |
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