+500.0%
APP vs LOW
+25.0%
+475.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.2% | +11.0% | +10.6% |
| 7D | +71.2% | +7.4% | +63.8% | +63.0% |
| 30D | +39.1% | +24.5% | +14.6% | +19.7% |
| 3M | +16.5% | +3.5% | +13.1% | +13.3% |
| 6M | -16.6% | -2.6% | -14.0% | -16.2% |
| YTD | -41.9% | -4.8% | -37.1% | -42.2% |
| 1Y | -37.0% | -0.8% | -36.2% | -39.8% |
| 3Y | +892.4% | +22.8% | +869.6% | +644.2% |
| 5Y | +297.3% | +5.3% | +292.0% | +216.3% |
| All | +500.0% | +25.0% | +475.1% | +377.1% |
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