-27.2%
NOW vs AUR
-56.5%
+29.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.4% | +3.4% | -1.2% |
| 7D | -1.7% | +7.9% | -9.6% | -2.9% |
| 30D | -27.4% | -18.5% | -8.8% | -24.7% |
| 3M | -19.4% | -36.7% | +17.2% | -13.7% |
| 6M | +13.1% | -39.8% | +52.9% | +21.1% |
| YTD | -34.3% | +13.3% | -47.6% | -36.7% |
| 1Y | -41.8% | +2.8% | -44.6% | -43.2% |
| 3Y | -20.7% | +139.7% | -160.4% | -40.8% |
| 5Y | -27.2% | -56.5% | +29.3% | -37.2% |
| All | -27.2% | -56.5% | +29.3% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling