+39,729.5%
LOW vs AA
+220.7%
+39,508.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.3% | -1.5% |
| 7D | +0.1% | +5.3% | -5.2% | -1.1% |
| 30D | +21.3% | -2.3% | +23.5% | +21.7% |
| 3M | +6.0% | -20.8% | +26.8% | +11.3% |
| 6M | +2.6% | -39.8% | +42.4% | +13.3% |
| YTD | -3.6% | -23.3% | +19.7% | -1.1% |
| 1Y | -1.0% | +1.8% | -2.8% | -5.5% |
| 3Y | +24.2% | +69.5% | -45.4% | -2.0% |
| 5Y | +6.3% | -18.0% | +24.3% | -7.7% |
| 10Y | +294.1% | +45.7% | +248.4% | +140.2% |
| All | +39,729.5% | +220.7% | +39,508.7% | +12,030.9% |
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