+10,436.7%
ADP vs NYT
+772.2%
+9,664.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.0% | -4.5% | -3.7% |
| 7D | -5.5% | +0.3% | -5.8% | -5.6% |
| 30D | -1.2% | +7.0% | -8.2% | -2.7% |
| 3M | +17.9% | -7.9% | +25.8% | +19.7% |
| 6M | +20.3% | -15.0% | +35.3% | +24.1% |
| YTD | +5.8% | -1.3% | +7.1% | +5.5% |
| 1Y | -7.7% | +16.9% | -24.6% | -11.5% |
| 3Y | +14.7% | +58.9% | -44.2% | +1.4% |
| 5Y | +45.8% | +40.9% | +4.9% | +29.7% |
| 10Y | +270.5% | +471.8% | -201.3% | +134.3% |
| All | +10,436.7% | +772.2% | +9,664.5% | +5,059.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling