+516.4%
LOW vs AR
-29.4%
+545.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.7% | -0.2% |
| 7D | +1.0% | +2.1% | -1.1% | +0.8% |
| 30D | +25.6% | +4.5% | +21.1% | +25.0% |
| 3M | +5.3% | +1.0% | +4.3% | +5.1% |
| 6M | +3.7% | +4.4% | -0.7% | +3.0% |
| YTD | -1.9% | +10.9% | -12.7% | -3.4% |
| 1Y | +0.6% | +8.6% | -8.0% | -0.9% |
| 3Y | +26.4% | +48.5% | -22.1% | +19.4% |
| 5Y | +10.1% | +95.7% | -85.6% | -0.3% |
| 10Y | +301.3% | +55.5% | +245.8% | +220.9% |
| All | +516.4% | -29.4% | +545.8% | +411.0% |
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