+506.3%
NOW vs ACM
+133.7%
+372.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.3% |
| 7D | -8.7% | +6.6% | -15.4% | -11.2% |
| 30D | -29.3% | +19.8% | -49.1% | -34.7% |
| 3M | -21.8% | -3.1% | -18.7% | -21.4% |
| 6M | +9.2% | -11.5% | +20.8% | +13.5% |
| YTD | -35.0% | -24.7% | -10.3% | -28.4% |
| 1Y | -42.5% | -45.1% | +2.5% | -27.8% |
| 3Y | -21.5% | -8.9% | -12.7% | -21.7% |
| 5Y | -25.8% | +5.4% | -31.2% | -29.6% |
| 10Y | +506.3% | +131.1% | +375.3% | +309.1% |
| All | +506.3% | +133.7% | +372.7% | +309.1% |
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