+565.7%
AMZN vs LOW
+233.5%
+332.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -0.7% | -3.7% | +3.1% | +0.8% |
| 30D | -3.9% | -8.9% | +4.9% | -0.4% |
| 3M | +6.3% | -10.4% | +16.7% | +10.6% |
| 6M | +20.8% | -19.4% | +40.2% | +30.4% |
| YTD | +11.2% | -17.1% | +28.4% | +18.3% |
| 1Y | +11.7% | -26.3% | +37.9% | +24.2% |
| 3Y | +79.4% | -9.9% | +89.3% | +81.0% |
| 5Y | +48.0% | +6.1% | +41.9% | +39.9% |
| All | +565.7% | +233.5% | +332.2% | +366.4% |
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