+786.0%
LOW vs AMCR
+97.2%
+688.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.1% |
| 7D | -0.6% | -6.3% | +5.7% | +1.7% |
| 30D | -9.3% | -7.1% | -2.1% | -6.9% |
| 3M | -8.1% | +12.7% | -20.7% | -11.7% |
| 6M | -19.8% | +5.2% | -24.9% | -21.3% |
| YTD | -16.4% | +8.1% | -24.4% | -19.0% |
| 1Y | -24.7% | +11.7% | -36.4% | -27.9% |
| 3Y | -8.8% | +9.9% | -18.7% | -12.8% |
| 5Y | +7.8% | -8.7% | +16.4% | +9.1% |
| 10Y | +233.8% | +16.8% | +217.0% | +196.2% |
| All | +786.0% | +97.2% | +688.8% | +653.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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