+10,785.8%
AMD vs LOW
+39,052.6%
-28,266.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.2% | +12.2% | +11.6% |
| 7D | -11.0% | +7.4% | -18.5% | -14.1% |
| 30D | -30.5% | +24.5% | -54.9% | -37.5% |
| 3M | -8.2% | +3.5% | -11.7% | -10.8% |
| 6M | +6.6% | -2.6% | +9.1% | +5.2% |
| YTD | +109.7% | -4.8% | +114.5% | +108.3% |
| 1Y | +88.9% | -0.8% | +89.7% | +83.4% |
| 3Y | +301.8% | +22.8% | +279.0% | +249.3% |
| 5Y | +229.4% | +5.3% | +224.0% | +208.8% |
| 10Y | +6,745.1% | +309.5% | +6,435.6% | +3,321.8% |
| All | +10,785.8% | +39,052.6% | -28,266.7% | +1,555.9% |
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 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