+2,279.4%
LOW vs A
+543.3%
+1,736.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +1.4% | -0.5% | +1.9% | +1.6% |
| 30D | +21.7% | 0.0% | +21.7% | +21.6% |
| 3M | +5.0% | +16.7% | -11.7% | +0.2% |
| 6M | +4.6% | +54.8% | -50.2% | -8.3% |
| YTD | -3.5% | +28.8% | -32.3% | -11.1% |
| 1Y | +0.5% | +19.3% | -18.8% | -5.5% |
| 3Y | +24.8% | +65.5% | -40.7% | +5.5% |
| 5Y | +6.5% | +12.1% | -5.6% | -0.6% |
| 10Y | +294.6% | +305.4% | -10.8% | +163.9% |
| All | +2,279.4% | +543.3% | +1,736.1% | +996.9% |
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