-24.9%
LOW vs AMC
-6.9%
-18.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -1.6% |
| 7D | +0.4% | -0.8% | +1.2% | +0.4% |
| 30D | -10.1% | -1.2% | -8.9% | -10.1% |
| 3M | -2.9% | +42.2% | -45.1% | -5.4% |
| 6M | -19.4% | +118.8% | -138.2% | -25.8% |
| YTD | -15.4% | +64.1% | -79.5% | -20.9% |
| 1Y | -24.9% | -9.5% | -15.4% | -29.8% |
| All | -24.9% | -6.9% | -18.0% | -29.8% |
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