+115.2%
NOW vs ALC
+32.2%
+83.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | -3.1% | +2.1% | -5.1% | -4.3% |
| 30D | -27.0% | +17.2% | -44.3% | -33.2% |
| 3M | -17.7% | +4.6% | -22.4% | -20.1% |
| 6M | +12.7% | +20.1% | -7.4% | +1.5% |
| YTD | -32.9% | -4.2% | -28.7% | -32.6% |
| 1Y | -40.4% | +2.1% | -42.5% | -42.3% |
| 3Y | -17.1% | +4.5% | -21.6% | -24.4% |
| 5Y | -25.7% | -12.3% | -13.3% | -25.7% |
| All | +115.2% | +32.2% | +83.0% | +71.7% |
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