+440.7%
LOW vs AR
-27.2%
+467.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | -1.7% | +2.5% | -4.2% | -1.9% |
| 30D | -7.0% | +14.8% | -21.8% | -8.1% |
| 3M | -0.9% | +6.2% | -7.1% | -1.5% |
| 6M | -20.1% | +4.3% | -24.4% | -20.7% |
| YTD | -13.9% | +14.4% | -28.3% | -15.3% |
| 1Y | -21.1% | +21.3% | -42.5% | -23.0% |
| 3Y | -6.6% | +39.8% | -46.4% | -11.3% |
| 5Y | +9.4% | +142.1% | -132.7% | -2.7% |
| 10Y | +220.5% | +52.0% | +168.5% | +156.6% |
| All | +440.7% | -27.2% | +467.9% | +347.9% |
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