+985.5%
LOW vs AG
+264.0%
+721.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.3% | +3.5% | -1.5% |
| 7D | +0.1% | -6.0% | +6.1% | +0.5% |
| 30D | +21.3% | -14.3% | +35.6% | +22.3% |
| 3M | +6.0% | -26.9% | +32.9% | +7.8% |
| 6M | +2.6% | -42.1% | +44.7% | +5.4% |
| YTD | -3.6% | -15.9% | +12.3% | -3.8% |
| 1Y | -1.0% | +11.5% | -12.5% | -3.0% |
| 3Y | +24.2% | +208.0% | -183.8% | +11.5% |
| 5Y | +6.3% | +2.4% | +3.9% | +0.3% |
| 10Y | +294.1% | +77.0% | +217.1% | +242.0% |
| All | +985.5% | +264.0% | +721.5% | +535.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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