+65.2%
ALAB vs NYT
+15.2%
+49.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.3% | +9.4% | +9.9% |
| 7D | +7.2% | -1.3% | +8.5% | +6.7% |
| 30D | -2.5% | +2.7% | -5.3% | -1.3% |
| 3M | -13.3% | -10.3% | -3.0% | -14.6% |
| 6M | +172.8% | -16.6% | +189.4% | +165.8% |
| YTD | +86.6% | -2.3% | +88.8% | +93.1% |
| 1Y | +65.2% | +15.0% | +50.1% | +89.9% |
| All | +65.2% | +15.2% | +49.9% | +89.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling