+127.8%
AAPL vs NYT
+38.8%
+89.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.3% | +1.6% |
| 7D | +3.8% | -0.6% | +4.4% | +4.0% |
| 30D | +9.9% | +4.6% | +5.4% | +8.5% |
| 3M | +12.5% | -9.6% | +22.1% | +15.2% |
| 6M | +27.6% | -14.0% | +41.6% | +31.9% |
| YTD | +22.6% | -2.8% | +25.4% | +21.7% |
| 1Y | +45.0% | +15.6% | +29.4% | +36.1% |
| 3Y | +87.8% | +56.3% | +31.4% | +57.1% |
| All | +127.8% | +38.8% | +89.0% | +74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling