+37.2%
AMGN vs LOW
-25.0%
+62.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +10.2% |
| 6M | +1.3% | -19.4% | +20.7% | +5.8% |
| YTD | +17.6% | -17.1% | +34.8% | +23.3% |
| 1Y | +37.2% | -26.3% | +63.4% | +33.2% |
| All | +37.2% | -25.0% | +62.2% | +33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling