+24,133.4%
LOW vs M
+396.5%
+23,736.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.5% |
| 7D | -1.7% | +4.7% | -6.5% | -3.1% |
| 30D | -7.0% | -9.6% | +2.6% | -4.1% |
| 3M | -0.9% | +0.9% | -1.7% | -1.6% |
| 6M | -20.1% | +22.3% | -42.3% | -25.6% |
| YTD | -13.9% | +6.5% | -20.4% | -16.8% |
| 1Y | -21.1% | +38.8% | -59.9% | -30.2% |
| 3Y | -6.6% | +115.9% | -122.5% | -33.9% |
| 5Y | +9.4% | +28.6% | -19.3% | -17.4% |
| 10Y | +220.5% | -2.5% | +223.0% | +103.3% |
| All | +24,133.4% | +396.5% | +23,736.9% | +6,301.1% |
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