-25.7%
NOW vs AMT
-20.6%
-5.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -3.1% | +0.4% | -3.4% | -3.2% |
| 30D | -27.0% | +3.7% | -30.8% | -28.2% |
| 3M | -17.7% | +10.7% | -28.4% | -20.9% |
| 6M | +12.7% | +9.3% | +3.4% | +8.9% |
| YTD | -32.9% | +10.9% | -43.9% | -36.0% |
| 1Y | -40.4% | +10.5% | -50.9% | -43.1% |
| 3Y | -17.1% | +15.5% | -32.6% | -29.3% |
| 5Y | -25.7% | -20.6% | -5.1% | -16.8% |
| All | -25.7% | -20.6% | -5.1% | -16.8% |
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