-16.0%
NOW vs ALM
+806.0%
-822.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -9.6% | +3.6% | -5.7% |
| 7D | -6.7% | -14.5% | +7.9% | -6.3% |
| 30D | -25.8% | -39.0% | +13.2% | -25.1% |
| 3M | -12.7% | -40.3% | +27.6% | -12.0% |
| 6M | +11.2% | -60.3% | +71.6% | +13.3% |
| YTD | -33.2% | -9.8% | -23.4% | -34.9% |
| 1Y | -41.8% | +30.8% | -72.6% | -44.6% |
| All | -16.0% | +806.0% | -822.0% | -26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling