-16.3%
NOW vs AME
+62.2%
-78.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.7% |
| 7D | -3.0% | -5.2% | +2.2% | -2.3% |
| 30D | -26.0% | -8.0% | -18.0% | -25.3% |
| 3M | -13.1% | -8.9% | -4.2% | -12.2% |
| 6M | +14.5% | -5.0% | +19.5% | +14.6% |
| YTD | -33.4% | +11.9% | -45.3% | -39.4% |
| 1Y | -40.6% | +16.6% | -57.3% | -47.4% |
| 3Y | -16.3% | +62.5% | -78.8% | -40.1% |
| All | -16.3% | +62.2% | -78.5% | -40.1% |
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