-16.3%
NOW vs ALC
+2.3%
-18.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.3% |
| 7D | -3.0% | +4.9% | -7.9% | -4.6% |
| 30D | -26.0% | +19.0% | -45.0% | -30.4% |
| 3M | -13.1% | +7.8% | -20.9% | -15.5% |
| 6M | +14.5% | +14.6% | -0.1% | +9.1% |
| YTD | -33.4% | -4.4% | -29.0% | -33.2% |
| 1Y | -40.6% | +1.4% | -42.0% | -41.7% |
| 3Y | -16.3% | +2.5% | -18.8% | -16.2% |
| All | -16.3% | +2.3% | -18.6% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling