-1.4%
LOW vs M
+36.6%
-38.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +7.6% | -0.1% | +5.4% |
| 7D | +15.6% | +8.3% | +7.4% | +13.2% |
| 30D | +28.6% | +14.2% | +14.4% | +24.2% |
| 3M | +5.8% | -1.1% | +7.0% | +5.6% |
| 6M | +3.8% | +36.6% | -32.8% | -4.0% |
| YTD | -2.8% | +19.8% | -22.6% | -8.4% |
| 1Y | -1.4% | +37.2% | -38.6% | -10.7% |
| All | -1.4% | +36.6% | -38.0% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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