-26.4%
NOW vs AGI
+310.5%
-336.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.8% |
| 7D | -3.0% | +16.0% | -19.0% | -5.4% |
| 30D | -26.0% | +1.0% | -27.0% | -26.0% |
| 3M | -13.1% | +2.5% | -15.6% | -13.3% |
| 6M | +14.5% | -24.0% | +38.5% | +18.4% |
| YTD | -33.4% | -17.2% | -16.2% | -32.9% |
| 1Y | -40.6% | +4.9% | -45.5% | -42.3% |
| 3Y | -16.3% | +142.6% | -158.9% | -31.9% |
| All | -26.4% | +310.5% | -336.9% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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