-25.1%
NOW vs ACM
+1.1%
-26.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.3% |
| 7D | +0.3% | +5.6% | -5.4% | -2.8% |
| 30D | -27.0% | +20.8% | -47.8% | -34.7% |
| 3M | -19.6% | +11.4% | -31.1% | -24.8% |
| 6M | +17.5% | +0.9% | +16.5% | +15.1% |
| YTD | -33.3% | -24.8% | -8.4% | -23.8% |
| 1Y | -39.8% | -46.4% | +6.6% | -14.2% |
| 3Y | -19.9% | -9.2% | -10.7% | -26.6% |
| All | -25.1% | +1.1% | -26.2% | -40.1% |
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 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