+18.3%
NOW vs ALB
-34.0%
+52.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.4% | +1.5% | -2.6% |
| 7D | -2.4% | -8.1% | +5.7% | -1.7% |
| 30D | +20.5% | +6.3% | +14.2% | +19.7% |
| 3M | +18.3% | -23.6% | +41.9% | +21.1% |
| 6M | +24.1% | -24.6% | +48.7% | +26.2% |
| YTD | -7.8% | -10.3% | +2.5% | -8.8% |
| 1Y | -21.4% | +61.5% | -82.9% | -29.0% |
| All | +18.3% | -34.0% | +52.2% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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