+2,022.7%
LOW vs A
+457.0%
+1,565.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | -1.7% | -1.9% | +0.2% | -1.2% |
| 30D | -7.0% | +6.9% | -14.0% | -8.9% |
| 3M | -0.9% | +9.2% | -10.1% | -3.5% |
| 6M | -20.1% | +25.7% | -45.8% | -25.6% |
| YTD | -13.9% | +11.5% | -25.4% | -17.2% |
| 1Y | -21.1% | +18.4% | -39.5% | -25.7% |
| 3Y | -6.6% | +26.6% | -33.2% | -14.8% |
| 5Y | +9.4% | -12.8% | +22.2% | +9.7% |
| 10Y | +220.5% | +247.2% | -26.7% | +124.4% |
| All | +2,022.7% | +457.0% | +1,565.7% | +921.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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