+295.8%
AFL vs NYT
+489.9%
-194.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -1.6% | -0.6% | -1.1% | -1.5% |
| 30D | -4.0% | +4.6% | -8.6% | -5.0% |
| 3M | -0.5% | -9.6% | +9.1% | +1.3% |
| 6M | +6.5% | -14.0% | +20.5% | +9.4% |
| YTD | +6.2% | -2.8% | +9.0% | +5.7% |
| 1Y | +8.3% | +15.6% | -7.3% | +3.3% |
| 3Y | +62.5% | +56.3% | +6.2% | +42.3% |
| 5Y | +136.2% | +39.5% | +96.7% | +107.3% |
| All | +295.8% | +489.9% | -194.1% | +175.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling