-60.9%
ADBE vs NYT
+38.8%
-99.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.2% |
| 7D | -5.4% | -0.6% | -4.8% | -5.2% |
| 30D | -2.5% | +4.6% | -7.1% | -4.1% |
| 3M | +15.3% | -9.6% | +24.9% | +18.9% |
| 6M | -7.8% | -14.0% | +6.2% | -4.0% |
| YTD | -27.9% | -2.8% | -25.1% | -28.3% |
| 1Y | -28.0% | +15.6% | -43.6% | -32.9% |
| 3Y | -55.3% | +56.3% | -111.6% | -63.7% |
| All | -60.9% | +38.8% | -99.7% | -71.1% |
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