-26.4%
NOW vs AR
+71.8%
-98.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -3.0% | -14.3% | +11.3% | -0.2% |
| 30D | -26.0% | +1.4% | -27.5% | -26.3% |
| 3M | -13.1% | +3.4% | -16.5% | -13.8% |
| 6M | +14.5% | -2.1% | +16.6% | +14.6% |
| YTD | -33.4% | +4.7% | -38.1% | -34.5% |
| 1Y | -40.6% | +10.6% | -51.2% | -42.3% |
| 3Y | -16.3% | +24.6% | -40.9% | -22.0% |
| All | -26.4% | +71.8% | -98.2% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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