-25.7%
NOW vs ACM
+3.6%
-29.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.2% | -4.4% | -2.1% |
| 7D | -3.1% | +6.9% | -10.0% | -6.6% |
| 30D | -27.0% | +19.1% | -46.1% | -34.2% |
| 3M | -17.7% | -6.9% | -10.8% | -15.2% |
| 6M | +12.7% | -12.0% | +24.7% | +19.1% |
| YTD | -32.9% | -25.1% | -7.8% | -23.3% |
| 1Y | -40.4% | -45.4% | +5.0% | -16.3% |
| 3Y | -17.1% | -6.9% | -10.2% | -25.6% |
| 5Y | -25.7% | +3.7% | -29.4% | -41.0% |
| All | -25.7% | +3.6% | -29.2% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling