+51.3%
NOW vs AUR
-36.6%
+87.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.0% |
| 7D | -2.4% | +8.7% | -11.1% | -3.7% |
| 30D | +20.5% | -5.2% | +25.7% | +21.1% |
| 3M | +18.3% | -7.3% | +25.7% | +18.8% |
| 6M | +24.1% | +41.2% | -17.1% | +15.9% |
| YTD | -7.8% | +65.1% | -72.9% | -16.3% |
| 1Y | -21.4% | +13.4% | -34.8% | -24.9% |
| 3Y | +19.5% | +98.1% | -78.6% | -7.9% |
| 5Y | +4.1% | -36.0% | +40.1% | -10.6% |
| All | +51.3% | -36.6% | +87.9% | +29.6% |
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