+501.5%
NOW vs ACGL
+351.1%
+150.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.1% | -5.8% | -5.9% |
| 7D | -6.7% | +6.4% | -13.0% | -8.7% |
| 30D | -25.8% | +16.6% | -42.4% | -29.9% |
| 3M | -12.7% | +11.6% | -24.3% | -16.3% |
| 6M | +11.2% | +17.5% | -6.2% | +4.8% |
| YTD | -33.2% | +15.3% | -48.5% | -36.9% |
| 1Y | -41.8% | +26.3% | -68.1% | -47.0% |
| 3Y | -15.7% | +35.9% | -51.6% | -27.1% |
| 5Y | -26.0% | +168.2% | -194.2% | -52.2% |
| All | +501.5% | +351.1% | +150.4% | +208.9% |
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