-29.4%
NOW vs AUR
+17.8%
-47.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.5% | +0.8% |
| 7D | -6.2% | +1.4% | -7.6% | -6.4% |
| 30D | +6.1% | -6.4% | +12.5% | +6.9% |
| 3M | +28.6% | +7.7% | +20.9% | +25.8% |
| 6M | +14.6% | +44.5% | -29.9% | +4.6% |
| YTD | -13.5% | +67.4% | -80.9% | -23.6% |
| 1Y | -29.4% | +15.4% | -44.8% | -33.4% |
| All | -29.4% | +17.8% | -47.1% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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