-1.4%
LOW vs AMC
+38.0%
-39.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +7.3% | +0.2% | +7.1% |
| 7D | +15.6% | +17.7% | -2.1% | +14.6% |
| 30D | +28.6% | +26.2% | +2.4% | +27.0% |
| 3M | +5.8% | +31.3% | -25.5% | +4.2% |
| 6M | +3.8% | +142.8% | -138.9% | -3.9% |
| YTD | -2.8% | +125.6% | -128.4% | -10.8% |
| 1Y | -1.4% | +40.2% | -41.6% | -7.6% |
| All | -1.4% | +38.0% | -39.4% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 1y: compounded portfolio wealth divided by compounded AMC 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…
1y analysis · Full analysis span regression · 6 months rolling