+1,980.5%
NOW vs AA
+105.0%
+1,875.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.3% | -0.6% | -5.0% |
| 7D | -6.7% | -3.7% | -3.0% | -6.0% |
| 30D | -25.8% | -10.8% | -15.0% | -24.4% |
| 3M | -12.7% | -19.1% | +6.4% | -9.7% |
| 6M | +11.2% | -38.7% | +49.9% | +19.8% |
| YTD | -33.2% | -27.1% | -6.0% | -31.2% |
| 1Y | -41.8% | +8.3% | -50.2% | -44.6% |
| 3Y | -15.7% | +49.6% | -65.2% | -27.8% |
| 5Y | -26.0% | -15.5% | -10.6% | -32.5% |
| 10Y | +515.1% | +60.9% | +454.2% | +319.3% |
| All | +1,980.5% | +105.0% | +1,875.5% | +1,216.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling