+56.2%
AG vs NYT
+38.8%
+17.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.0% |
| 7D | -6.7% | -0.6% | -6.1% | -6.6% |
| 30D | +2.2% | +4.6% | -2.4% | +1.0% |
| 3M | +15.7% | -9.6% | +25.3% | +17.6% |
| 6M | -23.8% | -14.0% | -9.8% | -21.5% |
| YTD | +17.6% | -2.8% | +20.5% | +16.2% |
| 1Y | +88.6% | +15.6% | +73.0% | +75.7% |
| 3Y | +253.4% | +56.3% | +197.1% | +190.8% |
| All | +56.2% | +38.8% | +17.4% | +13.8% |
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