+11.8%
NOW vs AUR
+90.4%
-78.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.7% | -7.7% | -5.3% |
| 7D | -6.1% | +19.2% | -25.3% | -8.1% |
| 30D | +7.5% | -7.8% | +15.3% | +8.2% |
| 3M | +17.5% | +4.0% | +13.5% | +16.3% |
| 6M | +7.9% | +45.0% | -37.1% | +1.9% |
| YTD | -12.4% | +69.5% | -81.9% | -19.1% |
| 1Y | -28.6% | +13.0% | -41.6% | -31.2% |
| 3Y | +11.8% | +90.4% | -78.5% | -8.8% |
| All | +11.8% | +90.4% | -78.5% | -8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling