-7.8%
LOW vs AME
+55.3%
-63.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.4% | +2.8% | -2.4% | -0.9% |
| 30D | -10.1% | -6.3% | -3.8% | -7.5% |
| 3M | -2.9% | +5.4% | -8.2% | -5.7% |
| 6M | -19.4% | +7.4% | -26.8% | -22.4% |
| YTD | -15.4% | +16.2% | -31.6% | -21.5% |
| 1Y | -24.9% | +26.8% | -51.8% | -33.1% |
| 3Y | -7.8% | +57.5% | -65.3% | -29.5% |
| All | -7.8% | +55.3% | -63.1% | -29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling