+504.6%
NOW vs ACM
+147.1%
+357.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.2% | -4.4% | -1.4% |
| 7D | -3.1% | +6.9% | -10.0% | -5.7% |
| 30D | -27.0% | +19.1% | -46.1% | -32.4% |
| 3M | -17.7% | -6.9% | -10.8% | -15.9% |
| 6M | +12.7% | -12.0% | +24.7% | +17.4% |
| YTD | -32.9% | -25.1% | -7.8% | -26.0% |
| 1Y | -40.4% | -45.4% | +5.0% | -25.0% |
| 3Y | -17.1% | -6.9% | -10.2% | -18.0% |
| 5Y | -25.7% | +3.7% | -29.4% | -29.1% |
| 10Y | +504.6% | +135.8% | +368.8% | +309.8% |
| All | +504.6% | +147.1% | +357.5% | +309.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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