+6.8%
NOW vs ALM
+951.0%
-944.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.9% |
| 7D | -2.4% | -2.6% | +0.2% | -2.3% |
| 30D | +20.5% | +32.0% | -11.5% | +19.2% |
| 3M | +18.3% | -15.0% | +33.4% | +18.9% |
| 6M | +24.1% | -10.1% | +34.2% | +23.7% |
| YTD | -7.8% | +99.4% | -107.2% | -12.1% |
| 1Y | -21.4% | +316.4% | -337.7% | -28.8% |
| 3Y | +19.5% | +2,022.0% | -2,002.4% | -4.9% |
| All | +6.8% | +951.0% | -944.2% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling