-42.5%
NOW vs ACM
-45.8%
+3.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.2% |
| 7D | -8.7% | +6.6% | -15.4% | -10.3% |
| 30D | -29.3% | +19.8% | -49.1% | -32.8% |
| 3M | -21.8% | -3.1% | -18.7% | -21.9% |
| 6M | +9.2% | -11.5% | +20.8% | +10.0% |
| YTD | -35.0% | -24.7% | -10.3% | -33.9% |
| 1Y | -42.5% | -45.1% | +2.5% | -40.9% |
| All | -42.5% | -45.8% | +3.3% | -40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling