+27,525.4%
LOW vs M
+439.9%
+27,085.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | +1.0% | -3.3% | +4.3% | +1.9% |
| 30D | +25.6% | +8.1% | +17.5% | +22.5% |
| 3M | +5.3% | +2.2% | +3.1% | +4.3% |
| 6M | +3.7% | +35.1% | -31.4% | -6.4% |
| YTD | -1.9% | +15.8% | -17.7% | -7.8% |
| 1Y | +0.6% | +25.8% | -25.3% | -8.1% |
| 3Y | +26.4% | +156.2% | -129.8% | -15.1% |
| 5Y | +10.1% | -2.4% | +12.5% | -7.6% |
| 10Y | +301.3% | -7.1% | +308.4% | +161.5% |
| All | +27,525.4% | +439.9% | +27,085.5% | +6,992.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling