+296.4%
ARM vs LOW
-5.7%
+302.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.3% | +2.7% | +3.3% |
| 7D | +5.5% | -1.7% | +7.2% | +6.4% |
| 30D | -8.2% | -7.0% | -1.1% | -4.8% |
| 3M | -35.9% | -0.9% | -35.1% | -36.6% |
| 6M | +103.1% | -20.1% | +123.2% | +130.2% |
| YTD | +130.6% | -13.9% | +144.5% | +146.1% |
| 1Y | +86.1% | -21.1% | +107.2% | +110.7% |
| All | +296.4% | -5.7% | +302.1% | +285.6% |
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 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