+193.0%
ARM vs LOW
+7.8%
+185.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.4% | +3.3% | +5.3% |
| 7D | -5.3% | +6.4% | -11.7% | -7.9% |
| 30D | -30.0% | +25.6% | -55.6% | -37.4% |
| 3M | -34.1% | +4.6% | -38.6% | -35.4% |
| 6M | -12.6% | +2.5% | -15.2% | -14.0% |
| YTD | +70.4% | -1.6% | +72.1% | +70.4% |
| 1Y | +22.3% | +1.7% | +20.5% | +18.7% |
| 3Y | +261.2% | +29.4% | +231.8% | +155.7% |
| All | +193.0% | +7.8% | +185.2% | +167.1% |
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 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