-1.4%
LOW vs AS
+3.3%
-4.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.1% | +2.4% | +5.9% |
| 7D | +15.6% | +13.8% | +1.8% | +11.5% |
| 30D | +28.6% | +16.7% | +11.9% | +23.1% |
| 3M | +5.8% | -11.5% | +17.4% | +8.7% |
| 6M | +3.8% | -5.5% | +9.3% | +4.6% |
| YTD | -2.8% | -14.2% | +11.4% | -2.3% |
| 1Y | -1.4% | +2.1% | -3.5% | +0.2% |
| All | -1.4% | +3.3% | -4.7% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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