+228.9%
ARM vs LOW
+22.6%
+206.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.2% | +5.9% | +5.2% |
| 7D | -15.2% | +7.4% | -22.6% | -17.9% |
| 30D | -40.7% | +24.5% | -65.2% | -46.6% |
| 3M | -39.1% | +3.5% | -42.6% | -40.1% |
| 6M | -26.4% | -2.6% | -23.8% | -25.5% |
| YTD | +59.7% | -4.8% | +64.6% | +62.1% |
| 1Y | +10.3% | -0.8% | +11.1% | +8.2% |
| 3Y | +228.9% | +22.8% | +206.0% | +153.6% |
| All | +228.9% | +22.6% | +206.2% | +153.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling