+227.5%
LOW vs AME
+445.1%
-217.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.1% | -2.0% |
| 7D | -3.7% | +1.7% | -5.5% | -4.9% |
| 30D | -8.9% | -6.4% | -2.4% | -5.0% |
| 3M | -10.4% | +7.1% | -17.5% | -14.9% |
| 6M | -19.4% | +8.2% | -27.6% | -24.1% |
| YTD | -17.1% | +18.2% | -35.3% | -26.6% |
| 1Y | -26.3% | +26.7% | -53.0% | -38.0% |
| 3Y | -9.9% | +60.7% | -70.6% | -37.4% |
| 5Y | +6.1% | +91.6% | -85.5% | -35.6% |
| All | +227.5% | +445.1% | -217.5% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling