-25.7%
NOW vs AU
+505.1%
-530.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.9% | -6.1% | +0.4% |
| 7D | -3.1% | +20.8% | -23.9% | -4.0% |
| 30D | -27.0% | +5.5% | -32.6% | -27.3% |
| 3M | -17.7% | +3.9% | -21.6% | -18.0% |
| 6M | +12.7% | -5.4% | +18.1% | +12.5% |
| YTD | -32.9% | +20.7% | -53.6% | -34.2% |
| 1Y | -40.4% | +49.8% | -90.2% | -42.4% |
| 3Y | -17.1% | +565.6% | -582.7% | -29.2% |
| 5Y | -25.7% | +500.4% | -526.1% | -37.2% |
| All | -25.7% | +505.1% | -530.8% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 5y: compounded portfolio wealth divided by compounded AU 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…
5y analysis · Full analysis span regression · 6 months rolling