+517.7%
LOW vs AR
-32.9%
+550.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.6% | +3.3% |
| 7D | +6.4% | -10.5% | +16.9% | +7.3% |
| 30D | +25.6% | +1.3% | +24.3% | +25.3% |
| 3M | +4.6% | +4.8% | -0.2% | +4.0% |
| 6M | +2.5% | +1.2% | +1.4% | +2.0% |
| YTD | -1.6% | +5.5% | -7.2% | -2.8% |
| 1Y | +1.7% | +8.1% | -6.3% | +0.2% |
| 3Y | +29.4% | +38.8% | -9.4% | +22.9% |
| 5Y | +9.6% | +78.8% | -69.2% | -0.1% |
| 10Y | +313.3% | +46.4% | +267.0% | +232.0% |
| All | +517.7% | -32.9% | +550.6% | +414.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling