+6.8%
NOW vs ACM
+5.0%
+1.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.8% |
| 7D | -2.4% | -3.7% | +1.4% | -0.3% |
| 30D | +20.5% | -11.1% | +31.6% | +27.8% |
| 3M | +18.3% | -8.0% | +26.3% | +22.9% |
| 6M | +24.1% | -29.7% | +53.7% | +49.6% |
| YTD | -7.8% | -29.4% | +21.6% | +9.1% |
| 1Y | -21.4% | -46.4% | +25.0% | +9.9% |
| 3Y | +19.5% | -22.3% | +41.9% | +24.2% |
| All | +6.8% | +5.0% | +1.9% | -11.2% |
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