+74.0%
ALB vs NYT
+489.9%
-415.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.6% |
| 7D | -6.6% | -0.6% | -6.0% | -6.4% |
| 30D | -8.1% | +4.6% | -12.7% | -9.4% |
| 3M | -25.7% | -9.6% | -16.1% | -24.0% |
| 6M | -29.5% | -14.0% | -15.5% | -27.1% |
| YTD | -16.2% | -2.8% | -13.4% | -17.4% |
| 1Y | +59.2% | +15.6% | +43.6% | +48.0% |
| 3Y | -33.7% | +56.3% | -90.0% | -45.1% |
| 5Y | -48.1% | +39.5% | -87.6% | -56.7% |
| All | +74.0% | +489.9% | -415.9% | +19.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling