-33.4%
NOW vs AS
+131.9%
-165.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.4% | +5.6% | +3.6% |
| 7D | -5.6% | -3.0% | -2.5% | -5.0% |
| 30D | -26.8% | +9.6% | -36.3% | -28.2% |
| 3M | -19.4% | -8.2% | -11.2% | -18.3% |
| 6M | +12.3% | -9.9% | +22.2% | +14.0% |
| YTD | -32.9% | -16.8% | -16.1% | -31.2% |
| 1Y | -40.3% | +3.0% | -43.3% | -42.0% |
| All | -33.4% | +131.9% | -165.3% | -43.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling