+117.0%
AA vs NYT
+489.9%
-373.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.5% | -0.3% |
| 7D | -3.4% | -0.6% | -2.8% | -3.2% |
| 30D | -5.8% | +4.6% | -10.4% | -7.6% |
| 3M | -29.9% | -9.6% | -20.3% | -27.9% |
| 6M | -27.0% | -14.0% | -13.0% | -23.8% |
| YTD | -8.7% | -2.8% | -5.9% | -10.2% |
| 1Y | +50.6% | +15.6% | +35.0% | +36.5% |
| 3Y | +74.1% | +56.3% | +17.8% | +34.3% |
| 5Y | +2.6% | +39.5% | -36.9% | -20.0% |
| All | +117.0% | +489.9% | -373.0% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 10y: compounded portfolio wealth divided by compounded NYT 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…
10y analysis · Full analysis span regression · 6 months rolling