+891.9%
NOW vs AR
-32.8%
+924.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.8% | -3.1% | -5.7% |
| 7D | -6.7% | -11.7% | +5.0% | -5.6% |
| 30D | -25.8% | +1.8% | -27.7% | -26.0% |
| 3M | -12.7% | +6.0% | -18.6% | -13.2% |
| 6M | +11.2% | -7.0% | +18.3% | +11.9% |
| YTD | -33.2% | +5.6% | -38.8% | -33.8% |
| 1Y | -41.8% | +10.8% | -52.6% | -42.6% |
| 3Y | -15.7% | +19.3% | -35.0% | -18.3% |
| 5Y | -26.0% | +73.3% | -99.4% | -31.2% |
| 10Y | +515.1% | +47.6% | +467.5% | +460.2% |
| All | +891.9% | -32.8% | +924.7% | +873.3% |
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