-11.3%
ABT vs NYT
+38.8%
-50.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.8% | -1.4% |
| 7D | -5.9% | -0.6% | -5.3% | -5.8% |
| 30D | -8.1% | +4.6% | -12.7% | -8.8% |
| 3M | +14.5% | -9.6% | +24.1% | +16.2% |
| 6M | -6.3% | -14.0% | +7.7% | -4.3% |
| YTD | -17.1% | -2.8% | -14.3% | -17.2% |
| 1Y | -21.4% | +15.6% | -37.0% | -23.8% |
| 3Y | +5.9% | +56.3% | -50.4% | -4.7% |
| All | -11.3% | +38.8% | -50.1% | -25.4% |
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