-26.4%
NOW vs ALM
+396.4%
-422.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.5% |
| 7D | -3.0% | -6.7% | +3.7% | -2.8% |
| 30D | -26.0% | -32.9% | +6.9% | -25.2% |
| 3M | -13.1% | -39.5% | +26.4% | -12.0% |
| 6M | +14.5% | -62.0% | +76.5% | +17.6% |
| YTD | -33.4% | -7.8% | -25.6% | -35.0% |
| 1Y | -40.6% | +26.7% | -67.3% | -43.2% |
| 3Y | -16.3% | +825.4% | -841.7% | -30.4% |
| All | -26.4% | +396.4% | -422.8% | -38.7% |
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 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