-24.9%
LOW vs AR
+17.5%
-42.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.9% |
| 7D | +0.4% | -1.8% | +2.2% | +0.1% |
| 30D | -10.1% | +12.6% | -22.7% | -8.4% |
| 3M | -2.9% | +10.0% | -12.9% | -1.1% |
| 6M | -19.4% | +0.6% | -20.0% | -18.8% |
| YTD | -15.4% | +13.4% | -28.8% | -14.5% |
| 1Y | -24.9% | +21.7% | -46.6% | -23.4% |
| All | -24.9% | +17.5% | -42.4% | -23.4% |
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