-19.5%
NOW vs AME
+62.6%
-82.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.6% | +3.1% |
| 7D | -5.6% | +1.1% | -6.7% | -5.7% |
| 30D | -26.8% | -4.1% | -22.7% | -26.5% |
| 3M | -19.4% | -6.3% | -13.1% | -18.8% |
| 6M | +12.3% | +3.5% | +8.8% | +10.4% |
| YTD | -32.9% | +17.3% | -50.2% | -39.3% |
| 1Y | -40.3% | +22.0% | -62.3% | -47.3% |
| All | -19.5% | +62.6% | -82.1% | -40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling