-25.8%
NOW vs ALB
-62.6%
+36.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.2% | +1.2% | -2.3% |
| 7D | -8.7% | +5.3% | -14.0% | -9.7% |
| 30D | -29.3% | -6.3% | -23.0% | -28.3% |
| 3M | -21.8% | -27.4% | +5.6% | -17.3% |
| 6M | +9.2% | -53.1% | +62.3% | +25.2% |
| YTD | -35.0% | -32.3% | -2.7% | -32.7% |
| 1Y | -42.5% | -7.3% | -35.2% | -45.0% |
| 3Y | -21.5% | -14.9% | -6.6% | -31.3% |
| 5Y | -25.8% | -62.0% | +36.3% | -16.0% |
| All | -25.8% | -62.6% | +36.8% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling