+391.7%
APP vs LOW
+13.1%
+378.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +1.0% | +1.4% |
| 7D | +0.9% | -1.7% | +2.6% | +2.0% |
| 30D | -23.3% | -7.0% | -16.2% | -19.5% |
| 3M | -42.6% | -0.9% | -41.8% | -42.8% |
| 6M | -33.6% | -20.1% | -13.5% | -24.0% |
| YTD | -52.4% | -13.9% | -38.5% | -49.1% |
| 1Y | -35.9% | -21.1% | -14.7% | -27.1% |
| 3Y | +642.2% | -6.6% | +648.8% | +601.6% |
| 5Y | +311.1% | +9.4% | +301.7% | +251.7% |
| All | +391.7% | +13.1% | +378.6% | +319.9% |
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