+45.0%
AAPL vs NYT
+17.8%
+27.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.3% | +1.7% |
| 7D | +3.8% | -0.6% | +4.4% | +3.9% |
| 30D | +9.9% | +4.6% | +5.4% | +9.4% |
| 3M | +12.5% | -9.6% | +22.1% | +13.0% |
| 6M | +27.6% | -14.0% | +41.6% | +28.0% |
| YTD | +22.6% | -2.8% | +25.4% | +23.5% |
| 1Y | +45.0% | +15.6% | +29.4% | +45.6% |
| All | +45.0% | +17.8% | +27.2% | +45.6% |
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