+7.7%
AAL vs NYT
+16.5%
-8.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.4% |
| 7D | +8.3% | -3.9% | +12.2% | +8.9% |
| 30D | +6.2% | +4.3% | +2.0% | +5.8% |
| 3M | -17.7% | -11.7% | -6.0% | -16.4% |
| 6M | +15.4% | -14.4% | +29.8% | +17.0% |
| YTD | -11.1% | -3.0% | -8.0% | -6.8% |
| 1Y | +7.7% | +16.5% | -8.8% | +16.6% |
| All | +7.7% | +16.5% | -8.8% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling