+489.2%
LOW vs AMC
-97.7%
+586.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.2% |
| 7D | +7.4% | +2.6% | +4.8% | +7.3% |
| 30D | +24.5% | +9.0% | +15.4% | +24.3% |
| 3M | +3.5% | +22.2% | -18.7% | +3.0% |
| 6M | -2.6% | +91.5% | -94.0% | -4.1% |
| YTD | -4.8% | +101.3% | -106.1% | -6.6% |
| 1Y | -0.8% | +20.8% | -21.6% | -1.8% |
| 3Y | +22.8% | -71.3% | +94.1% | +23.2% |
| 5Y | +5.3% | -99.2% | +104.6% | +8.9% |
| 10Y | +309.5% | -98.7% | +408.2% | +310.6% |
| All | +489.2% | -97.7% | +586.9% | +437.2% |
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