-17.1%
NOW vs ALM
+907.8%
-924.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.1% | -7.3% | +0.6% |
| 7D | -3.1% | +0.7% | -3.8% | -3.1% |
| 30D | -27.0% | -26.1% | -1.0% | -26.6% |
| 3M | -17.7% | -38.1% | +20.4% | -17.1% |
| 6M | +12.7% | -55.4% | +68.1% | +14.5% |
| YTD | -32.9% | -0.4% | -32.5% | -34.8% |
| 1Y | -40.4% | +25.4% | -65.7% | -42.9% |
| 3Y | -17.1% | +907.8% | -924.8% | -27.7% |
| All | -17.1% | +907.8% | -924.8% | -27.7% |
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