+14,618.8%
LOW vs ALL
+3,771.2%
+10,847.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.5% |
| 7D | +0.1% | 0.0% | +0.1% | 0.0% |
| 30D | +21.3% | +12.8% | +8.5% | +15.7% |
| 3M | +6.0% | +4.7% | +1.3% | +3.9% |
| 6M | +2.6% | +24.9% | -22.4% | -6.8% |
| YTD | -3.6% | +30.0% | -33.6% | -14.2% |
| 1Y | -1.0% | +29.9% | -30.9% | -11.9% |
| 3Y | +24.2% | +117.5% | -93.4% | -12.6% |
| 5Y | +6.3% | +161.7% | -155.4% | -32.2% |
| 10Y | +294.1% | +377.1% | -83.0% | +95.8% |
| All | +14,618.8% | +3,771.2% | +10,847.6% | +3,558.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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