-26.0%
NOW vs AMT
-18.8%
-7.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -5.8% |
| 7D | -6.7% | +4.4% | -11.0% | -8.0% |
| 30D | -25.8% | +17.7% | -43.5% | -30.1% |
| 3M | -12.7% | +16.7% | -29.3% | -17.5% |
| 6M | +11.2% | +11.1% | +0.1% | +6.9% |
| YTD | -33.2% | +13.9% | -47.1% | -36.7% |
| 1Y | -41.8% | +12.5% | -54.3% | -44.7% |
| 3Y | -15.7% | +13.2% | -28.8% | -26.4% |
| 5Y | -26.0% | -17.9% | -8.2% | -19.2% |
| All | -26.0% | -18.8% | -7.3% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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