-16.3%
NOW vs ACM
-12.3%
-4.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.0% | +5.4% | -8.4% | -5.0% |
| 30D | -26.0% | +15.1% | -41.2% | -30.4% |
| 3M | -13.1% | -10.5% | -2.6% | -9.8% |
| 6M | +14.5% | -19.7% | +34.2% | +23.4% |
| YTD | -33.4% | -28.8% | -4.6% | -25.5% |
| 1Y | -40.6% | -47.9% | +7.2% | -22.8% |
| 3Y | -16.3% | -12.4% | -4.0% | -18.4% |
| All | -16.3% | -12.3% | -4.0% | -18.4% |
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