-19.5%
NOW vs ADI
+151.1%
-170.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.0% | -0.8% | +2.6% |
| 7D | -5.6% | +0.7% | -6.3% | -5.7% |
| 30D | -26.8% | +0.7% | -27.5% | -27.0% |
| 3M | -19.4% | +6.5% | -25.9% | -20.5% |
| 6M | +12.3% | -2.7% | +15.0% | +11.6% |
| YTD | -32.9% | +52.2% | -85.1% | -44.4% |
| 1Y | -40.3% | +77.5% | -117.8% | -53.8% |
| All | -19.5% | +151.1% | -170.6% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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