+1,005.3%
LOW vs AG
+284.3%
+721.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | +1.0% | -4.0% | +5.0% | +1.2% |
| 30D | +25.6% | -13.1% | +38.7% | +26.6% |
| 3M | +5.3% | -22.0% | +27.4% | +6.7% |
| 6M | +3.7% | -37.3% | +41.0% | +6.1% |
| YTD | -1.9% | -11.2% | +9.3% | -2.4% |
| 1Y | +0.6% | +23.9% | -23.4% | -2.2% |
| 3Y | +26.4% | +225.1% | -198.7% | +13.2% |
| 5Y | +10.1% | +7.7% | +2.4% | +3.5% |
| 10Y | +301.3% | +86.9% | +214.4% | +247.1% |
| All | +1,005.3% | +284.3% | +721.0% | +544.7% |
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