-16.0%
NOW vs ACM
-12.3%
-3.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.2% | -3.8% | -5.1% |
| 7D | -6.7% | +5.1% | -11.7% | -8.4% |
| 30D | -25.8% | +11.5% | -37.3% | -29.2% |
| 3M | -12.7% | -10.5% | -2.2% | -9.4% |
| 6M | +11.2% | -20.4% | +31.6% | +20.4% |
| YTD | -33.2% | -28.9% | -4.3% | -25.2% |
| 1Y | -41.8% | -48.7% | +6.9% | -23.6% |
| All | -16.0% | -12.3% | -3.7% | -18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling