+0.8%
NOW vs AUR
-34.3%
+35.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.2% | -2.3% |
| 7D | -4.1% | +11.1% | -15.2% | -5.6% |
| 30D | +2.9% | -6.9% | +9.8% | +3.6% |
| 3M | +22.6% | +5.5% | +17.0% | +20.6% |
| 6M | +7.5% | +41.0% | -33.5% | +0.4% |
| YTD | -14.4% | +69.3% | -83.7% | -22.6% |
| 1Y | -29.8% | +14.0% | -43.8% | -33.0% |
| 3Y | +9.2% | +90.1% | -80.8% | -15.0% |
| 5Y | +0.8% | -34.4% | +35.2% | -16.1% |
| All | +0.8% | -34.3% | +35.1% | -16.1% |
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