+808.8%
NOW vs AME
+416.5%
+392.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -3.8% |
| 7D | -2.4% | +0.6% | -3.0% | -2.7% |
| 30D | +20.5% | -6.7% | +27.2% | +24.7% |
| 3M | +18.3% | +4.1% | +14.3% | +14.1% |
| 6M | +24.1% | +1.6% | +22.5% | +19.0% |
| YTD | -7.8% | +16.1% | -23.9% | -19.4% |
| 1Y | -21.4% | +27.3% | -48.7% | -35.6% |
| 3Y | +19.5% | +50.9% | -31.3% | -13.8% |
| 5Y | +4.1% | +81.4% | -77.3% | -33.4% |
| All | +808.8% | +416.5% | +392.2% | +253.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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