+433.1%
LOW vs AMC
-98.1%
+531.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.3% | -3.1% | +1.2% |
| 7D | -1.7% | +2.3% | -4.0% | -1.8% |
| 30D | -7.0% | -0.7% | -6.3% | -7.1% |
| 3M | -0.9% | +35.2% | -36.1% | -1.7% |
| 6M | -20.1% | +124.6% | -144.7% | -21.6% |
| YTD | -13.9% | +69.9% | -83.8% | -15.2% |
| 1Y | -21.1% | -2.6% | -18.6% | -21.6% |
| 3Y | -6.6% | -79.8% | +73.1% | -5.9% |
| 5Y | +9.4% | -99.4% | +108.7% | +13.5% |
| 10Y | +220.5% | -98.9% | +319.4% | +220.9% |
| All | +433.1% | -98.1% | +531.2% | +387.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling