-43.0%
APP vs LOW
-23.9%
-19.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.5% |
| 7D | +0.1% | +0.4% | -0.3% | +0.1% |
| 30D | -10.0% | -10.1% | +0.1% | -9.5% |
| 3M | -44.6% | -2.9% | -41.8% | -44.2% |
| 6M | -37.9% | -19.4% | -18.5% | -38.0% |
| YTD | -53.7% | -15.4% | -38.3% | -53.3% |
| 1Y | -43.0% | -24.9% | -18.0% | -30.2% |
| All | -43.0% | -23.9% | -19.1% | -30.2% |
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