+114.4%
NOW vs ALC
+34.7%
+79.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.0% | -4.9% | -5.4% |
| 7D | -6.7% | +7.6% | -14.3% | -10.3% |
| 30D | -25.8% | +21.1% | -47.0% | -33.2% |
| 3M | -12.7% | +8.5% | -21.2% | -16.7% |
| 6M | +11.2% | +2.8% | +8.4% | +8.2% |
| YTD | -33.2% | -2.4% | -30.8% | -33.5% |
| 1Y | -41.8% | +3.5% | -45.3% | -44.1% |
| 3Y | -15.7% | +4.2% | -19.8% | -22.8% |
| 5Y | -26.0% | -9.0% | -17.1% | -27.5% |
| All | +114.4% | +34.7% | +79.7% | +69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling