+790.9%
NOW vs AMCR
+16.8%
+774.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.5% |
| 7D | -4.1% | -6.3% | +2.2% | -2.3% |
| 30D | +2.9% | -7.1% | +10.0% | +5.1% |
| 3M | +22.6% | +12.7% | +9.9% | +18.2% |
| 6M | +7.5% | +5.2% | +2.4% | +5.2% |
| YTD | -14.4% | +8.1% | -22.5% | -17.7% |
| 1Y | -29.8% | +11.7% | -41.5% | -33.4% |
| 3Y | +9.2% | +9.9% | -0.7% | +1.8% |
| 5Y | +0.8% | -8.7% | +9.5% | +1.0% |
| 10Y | +790.9% | +16.8% | +774.1% | +670.3% |
| All | +790.9% | +16.8% | +774.1% | +670.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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