+18.3%
NOW vs AA
+67.9%
-49.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.7% |
| 7D | -2.4% | -0.7% | -1.7% | -2.3% |
| 30D | +20.5% | +5.0% | +15.5% | +19.7% |
| 3M | +18.3% | -35.8% | +54.2% | +25.3% |
| 6M | +24.1% | -18.4% | +42.5% | +26.4% |
| YTD | -7.8% | -5.5% | -2.3% | -8.9% |
| 1Y | -21.4% | +61.0% | -82.4% | -29.6% |
| All | +18.3% | +67.9% | -49.7% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 3y: compounded portfolio wealth divided by compounded AA 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…
3y analysis · Full analysis span regression · 6 months rolling