+424.3%
AG vs NYT
+253.9%
+170.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.8% | -4.9% |
| 7D | -5.8% | -0.7% | -5.1% | -5.6% |
| 30D | +6.4% | +4.5% | +1.9% | +5.1% |
| 3M | +28.4% | -8.5% | +36.9% | +30.3% |
| 6M | -24.5% | -15.1% | -9.4% | -21.9% |
| YTD | +21.2% | -3.3% | +24.5% | +20.4% |
| 1Y | +114.1% | +17.0% | +97.1% | +101.8% |
| 3Y | +268.0% | +55.7% | +212.4% | +216.7% |
| 5Y | +67.3% | +38.9% | +28.5% | +45.2% |
| 10Y | +66.1% | +485.3% | -419.2% | -12.0% |
| All | +424.3% | +253.9% | +170.4% | +120.3% |
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 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