+9.5%
NOW vs AUR
-57.9%
+67.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.8% | +2.1% |
| 7D | +0.3% | -4.5% | +4.8% | +1.0% |
| 30D | -27.0% | -16.6% | -10.3% | -24.5% |
| 3M | -19.6% | -38.5% | +18.8% | -13.5% |
| 6M | +17.5% | -49.9% | +67.3% | +29.7% |
| YTD | -33.3% | +9.6% | -42.9% | -35.3% |
| 1Y | -39.8% | +1.2% | -41.0% | -41.1% |
| 3Y | -19.9% | +128.8% | -148.7% | -39.8% |
| 5Y | -26.1% | -57.9% | +31.8% | -33.0% |
| All | +9.5% | -57.9% | +67.4% | +0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling