+297.8%
AA vs NYT
+754.7%
-456.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.2% |
| 7D | -0.6% | -1.6% | +1.0% | 0.0% |
| 30D | -1.6% | +2.8% | -4.3% | -2.6% |
| 3M | -29.8% | -9.2% | -20.6% | -28.1% |
| 6M | -16.6% | -17.1% | +0.5% | -12.2% |
| YTD | -4.0% | -3.2% | -0.8% | -4.9% |
| 1Y | +63.5% | +15.7% | +47.8% | +51.1% |
| 3Y | +86.8% | +55.7% | +31.0% | +52.5% |
| 5Y | +12.4% | +39.4% | -27.0% | -6.6% |
| 10Y | +132.3% | +485.6% | -353.2% | +10.9% |
| All | +297.8% | +754.7% | -456.9% | +48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling