+954.4%
NOW vs AR
-30.9%
+985.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.3% | +5.9% | +0.3% |
| 7D | -27.5% | -11.1% | -16.4% | -26.7% |
| 30D | -20.0% | +7.9% | -27.9% | -20.7% |
| 3M | -7.9% | +4.9% | -12.8% | -8.4% |
| 6M | +18.3% | -5.3% | +23.6% | +18.7% |
| YTD | -29.0% | +8.6% | -37.6% | -29.8% |
| 1Y | -38.7% | +13.7% | -52.4% | -39.7% |
| 3Y | -10.3% | +22.8% | -33.1% | -13.4% |
| 5Y | -22.5% | +82.0% | -104.4% | -28.2% |
| 10Y | +553.8% | +51.8% | +502.0% | +493.8% |
| All | +954.4% | -30.9% | +985.2% | +931.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling