+293.4%
ARM vs LOW
+27.5%
+265.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.1% | +12.2% | +12.1% |
| 7D | +6.0% | +1.0% | +5.1% | +5.7% |
| 30D | -20.3% | +25.6% | -45.9% | -28.1% |
| 3M | -24.4% | +5.3% | -29.7% | -26.0% |
| 6M | -4.4% | +3.7% | -8.1% | -6.2% |
| YTD | +86.0% | -1.9% | +87.9% | +86.7% |
| 1Y | +35.8% | +0.6% | +35.2% | +33.5% |
| All | +293.4% | +27.5% | +265.9% | +214.5% |
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