-24.4%
NOW vs AA
-11.0%
-13.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.7% | +0.5% | +2.7% |
| 7D | -5.6% | +1.1% | -6.7% | -5.7% |
| 30D | -26.8% | -1.3% | -25.5% | -26.7% |
| 3M | -19.4% | -23.9% | +4.5% | -15.8% |
| 6M | +12.3% | -36.8% | +49.1% | +20.4% |
| YTD | -32.9% | -22.2% | -10.8% | -31.9% |
| 1Y | -40.3% | +10.4% | -50.7% | -43.8% |
| 3Y | -19.1% | +72.0% | -91.1% | -34.5% |
| 5Y | -24.4% | -15.6% | -8.7% | -30.4% |
| All | -24.4% | -11.0% | -13.4% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling