+195.5%
AMGN vs LOW
+233.5%
-37.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.5% | -1.4% |
| 7D | -13.7% | -3.7% | -10.0% | -12.7% |
| 30D | -8.8% | -8.9% | +0.1% | -6.4% |
| 3M | +7.2% | -10.4% | +17.6% | +10.4% |
| 6M | +1.3% | -19.4% | +20.7% | +7.3% |
| YTD | +17.6% | -17.1% | +34.8% | +23.3% |
| 1Y | +37.2% | -26.3% | +63.4% | +48.2% |
| 3Y | +57.7% | -9.9% | +67.6% | +59.7% |
| 5Y | +106.3% | +6.1% | +100.1% | +95.3% |
| All | +195.5% | +233.5% | -37.9% | +97.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling