+35,474.8%
LOW vs AA
+295.2%
+35,179.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.8% |
| 7D | -1.7% | -0.7% | -1.0% | -1.6% |
| 30D | -7.0% | +5.0% | -12.0% | -8.3% |
| 3M | -0.9% | -35.8% | +35.0% | +8.7% |
| 6M | -20.1% | -18.4% | -1.7% | -18.2% |
| YTD | -13.9% | -5.5% | -8.4% | -15.6% |
| 1Y | -21.1% | +61.0% | -82.1% | -32.9% |
| 3Y | -6.6% | +66.2% | -72.8% | -25.9% |
| 5Y | +9.4% | +11.4% | -2.0% | -12.6% |
| 10Y | +220.5% | +116.9% | +103.6% | +75.9% |
| All | +35,474.8% | +295.2% | +35,179.7% | +10,256.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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