+25.0%
ALAB vs NYT
+17.8%
+7.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.5% |
| 7D | -6.2% | -0.6% | -5.6% | -6.4% |
| 30D | -8.7% | +4.6% | -13.2% | -7.0% |
| 3M | -20.7% | -9.6% | -11.2% | -21.5% |
| 6M | +133.5% | -14.0% | +147.5% | +129.3% |
| YTD | +75.1% | -2.8% | +77.9% | +78.6% |
| 1Y | +25.0% | +15.6% | +9.4% | +39.7% |
| All | +25.0% | +17.8% | +7.2% | +39.7% |
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