+499.2%
NOW vs ACGL
+337.7%
+161.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +0.6% |
| 7D | -3.0% | +0.9% | -3.9% | -3.3% |
| 30D | -26.0% | +13.7% | -39.8% | -29.5% |
| 3M | -13.1% | +8.0% | -21.2% | -15.8% |
| 6M | +14.5% | +13.3% | +1.2% | +9.2% |
| YTD | -33.4% | +11.8% | -45.3% | -36.5% |
| 1Y | -40.6% | +22.2% | -62.9% | -45.3% |
| 3Y | -16.3% | +32.5% | -48.8% | -27.0% |
| 5Y | -26.3% | +160.2% | -186.5% | -51.9% |
| All | +499.2% | +337.7% | +161.5% | +210.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling