-17.1%
NOW vs ACM
-7.9%
-9.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.2% | -4.4% | -1.3% |
| 7D | -3.1% | +6.9% | -10.0% | -5.6% |
| 30D | -27.0% | +19.1% | -46.1% | -32.2% |
| 3M | -17.7% | -6.9% | -10.8% | -15.9% |
| 6M | +12.7% | -12.0% | +24.7% | +17.2% |
| YTD | -32.9% | -25.1% | -7.8% | -26.5% |
| 1Y | -40.4% | -45.4% | +5.0% | -23.8% |
| 3Y | -17.1% | -6.9% | -10.2% | -21.0% |
| All | -17.1% | -7.9% | -9.2% | -21.0% |
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