+0.6%
LOW vs AS
+2.8%
-2.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.6% |
| 7D | +1.0% | -3.0% | +4.0% | +1.9% |
| 30D | +25.6% | +9.6% | +16.0% | +22.4% |
| 3M | +5.3% | -8.2% | +13.5% | +7.4% |
| 6M | +3.7% | -9.9% | +13.7% | +5.9% |
| YTD | -1.9% | -16.8% | +14.9% | -0.5% |
| 1Y | +0.6% | +3.0% | -2.4% | +5.7% |
| All | +0.6% | +2.8% | -2.2% | +5.7% |
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