+115.2%
NOW vs ALC
+27.5%
+87.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.2% | +5.3% | +4.3% |
| 7D | -5.6% | -6.3% | +0.7% | -2.4% |
| 30D | -26.8% | +12.6% | -39.4% | -31.6% |
| 3M | -19.4% | -3.8% | -15.6% | -18.3% |
| 6M | +12.3% | +16.8% | -4.5% | +2.6% |
| YTD | -32.9% | -7.6% | -25.3% | -31.4% |
| 1Y | -40.3% | -5.9% | -34.4% | -39.7% |
| 3Y | -19.1% | +0.6% | -19.6% | -24.8% |
| 5Y | -24.4% | -9.5% | -14.9% | -25.6% |
| All | +115.2% | +27.5% | +87.7% | +74.8% |
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