+514.0%
NOW vs ALM
+2,100.8%
-1,586.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.7% | -6.2% | +1.3% |
| 7D | +0.3% | +1.2% | -1.0% | +0.2% |
| 30D | -27.0% | -19.3% | -7.6% | -26.5% |
| 3M | -19.6% | -40.6% | +21.0% | -18.7% |
| 6M | +17.5% | -57.9% | +75.4% | +19.8% |
| YTD | -33.3% | -6.7% | -26.6% | -34.3% |
| 1Y | -39.8% | +20.2% | -60.0% | -41.4% |
| 3Y | -19.9% | +879.4% | -899.4% | -29.2% |
| 5Y | -26.1% | +415.3% | -441.3% | -34.1% |
| All | +514.0% | +2,100.8% | -1,586.8% | +422.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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