+61.5%
ALB vs NYT
+15.2%
+46.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.8% | -4.4% |
| 7D | -8.1% | -1.3% | -6.8% | -8.1% |
| 30D | +6.3% | +2.7% | +3.5% | +6.4% |
| 3M | -23.6% | -10.3% | -13.3% | -23.6% |
| 6M | -24.6% | -16.6% | -8.0% | -24.6% |
| YTD | -10.3% | -2.3% | -8.0% | -13.8% |
| 1Y | +61.5% | +15.0% | +46.5% | +51.1% |
| All | +61.5% | +15.2% | +46.2% | +51.1% |
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