+262,336.6%
AMZN vs LOW
+6,049.8%
+256,286.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.3% |
| 7D | +0.8% | +0.4% | +0.4% | +0.6% |
| 30D | -6.4% | -10.1% | +3.7% | -1.5% |
| 3M | +4.8% | -2.9% | +7.6% | +5.6% |
| 6M | +20.5% | -19.4% | +39.9% | +32.5% |
| YTD | +11.3% | -15.4% | +26.8% | +18.9% |
| 1Y | +9.0% | -24.9% | +33.9% | +22.9% |
| 3Y | +85.9% | -7.8% | +93.7% | +85.9% |
| 5Y | +45.8% | +8.4% | +37.4% | +34.4% |
| 10Y | +555.5% | +226.8% | +328.7% | +213.4% |
| All | +262,336.6% | +6,049.8% | +256,286.7% | +25,955.3% |
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