-38.7%
NOW vs AS
+3.3%
-42.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.1% | -5.4% | -0.4% |
| 7D | -27.5% | +13.8% | -41.3% | -27.7% |
| 30D | -20.0% | +16.7% | -36.7% | -20.4% |
| 3M | -7.9% | -11.5% | +3.6% | -6.4% |
| 6M | +18.3% | -5.5% | +23.8% | +19.5% |
| YTD | -29.0% | -14.2% | -14.8% | -27.6% |
| 1Y | -38.7% | +2.1% | -40.8% | -38.3% |
| All | -38.7% | +3.3% | -42.0% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling