+113.5%
NOW vs ALC
+31.8%
+81.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.7% |
| 7D | -3.0% | +4.9% | -7.9% | -5.6% |
| 30D | -26.0% | +19.0% | -45.0% | -32.8% |
| 3M | -13.1% | +7.8% | -20.9% | -16.9% |
| 6M | +14.5% | +14.6% | -0.1% | +5.6% |
| YTD | -33.4% | -4.4% | -29.0% | -33.1% |
| 1Y | -40.6% | +1.4% | -42.0% | -42.4% |
| 3Y | -16.3% | +2.5% | -18.8% | -22.8% |
| 5Y | -26.3% | -10.9% | -15.4% | -27.0% |
| All | +113.5% | +31.8% | +81.7% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling