-21.1%
LOW vs AR
+22.7%
-43.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.2% |
| 7D | -1.7% | +2.5% | -4.2% | -1.3% |
| 30D | -7.0% | +14.8% | -21.8% | -4.9% |
| 3M | -0.9% | +6.2% | -7.1% | +0.5% |
| 6M | -20.1% | +4.3% | -24.4% | -19.3% |
| YTD | -13.9% | +14.4% | -28.3% | -12.8% |
| 1Y | -21.1% | +21.3% | -42.5% | -19.4% |
| All | -21.1% | +22.7% | -43.8% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling