-8.4%
NOW vs AS
+120.4%
-128.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.6% | -6.6% | -3.7% |
| 7D | -2.4% | -4.9% | +2.5% | -1.4% |
| 30D | +20.5% | -19.6% | +40.1% | +25.8% |
| 3M | +18.3% | -14.4% | +32.7% | +21.8% |
| 6M | +24.1% | -20.1% | +44.2% | +28.7% |
| YTD | -7.8% | -20.9% | +13.1% | -4.2% |
| 1Y | -21.4% | -21.9% | +0.5% | -18.5% |
| All | -8.4% | +120.4% | -128.8% | -21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling