+2,771.1%
NOW vs ADI
+1,227.8%
+1,543.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -3.8% |
| 7D | -2.4% | +0.4% | -2.8% | -2.6% |
| 30D | +20.5% | -3.8% | +24.3% | +22.6% |
| 3M | +18.3% | -15.3% | +33.6% | +25.7% |
| 6M | +24.1% | +6.7% | +17.4% | +11.7% |
| YTD | -7.8% | +34.8% | -42.6% | -28.4% |
| 1Y | -21.4% | +49.0% | -70.4% | -42.9% |
| 3Y | +19.5% | +108.1% | -88.5% | -33.5% |
| 5Y | +4.1% | +142.4% | -138.4% | -47.2% |
| 10Y | +826.4% | +589.9% | +236.5% | +132.9% |
| All | +2,771.1% | +1,227.8% | +1,543.4% | +406.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling