+123.4%
ADI vs NYT
+56.2%
+67.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.5% | +4.4% | +4.8% |
| 7D | +4.6% | -0.6% | +5.2% | +4.7% |
| 30D | -1.2% | +4.6% | -5.8% | -2.1% |
| 3M | -7.8% | -9.6% | +1.8% | -6.4% |
| 6M | +19.3% | -14.0% | +33.4% | +22.5% |
| YTD | +40.9% | -2.8% | +43.8% | +38.2% |
| 1Y | +54.5% | +15.6% | +38.9% | +41.9% |
| 3Y | +123.4% | +56.3% | +67.1% | +77.3% |
| All | +123.4% | +56.2% | +67.2% | +77.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling