+521.8%
NOW vs ALM
+2,084.7%
-1,562.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +2.9% | +3.2% |
| 7D | -5.6% | -7.2% | +1.6% | -5.4% |
| 30D | -26.8% | -26.4% | -0.4% | -26.2% |
| 3M | -19.4% | -38.6% | +19.2% | -18.5% |
| 6M | +12.3% | -61.0% | +73.3% | +14.8% |
| YTD | -32.9% | -7.4% | -25.5% | -33.9% |
| 1Y | -40.3% | +14.0% | -54.3% | -41.8% |
| 3Y | -19.1% | +844.4% | -863.5% | -28.3% |
| 5Y | -24.4% | +410.8% | -435.2% | -32.5% |
| 10Y | +521.8% | +2,084.7% | -1,562.9% | +429.3% |
| All | +521.8% | +2,084.7% | -1,562.9% | +429.3% |
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