-26.4%
NOW vs ACM
-2.7%
-23.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.0% | +5.4% | -8.4% | -5.8% |
| 30D | -26.0% | +15.1% | -41.2% | -32.0% |
| 3M | -13.1% | -10.5% | -2.6% | -8.5% |
| 6M | +14.5% | -19.7% | +34.2% | +27.5% |
| YTD | -33.4% | -28.8% | -4.6% | -21.7% |
| 1Y | -40.6% | -47.9% | +7.2% | -14.5% |
| 3Y | -16.3% | -12.4% | -4.0% | -22.1% |
| All | -26.4% | -2.7% | -23.6% | -40.0% |
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