+114.1%
NOW vs ALC
+30.4%
+83.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.6% | 0.0% |
| 7D | +0.3% | -1.1% | +1.4% | +0.8% |
| 30D | -27.0% | +16.0% | -43.0% | -32.8% |
| 3M | -19.6% | +0.8% | -20.5% | -20.5% |
| 6M | +17.5% | +16.8% | +0.6% | +7.4% |
| YTD | -33.3% | -5.5% | -27.8% | -32.5% |
| 1Y | -39.8% | -5.3% | -34.6% | -39.4% |
| 3Y | -19.9% | +4.1% | -24.0% | -27.0% |
| 5Y | -26.1% | -7.1% | -19.0% | -28.2% |
| All | +114.1% | +30.4% | +83.7% | +71.9% |
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