+2,877.1%
ALB vs NYT
+660.5%
+2,216.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -2.2% |
| 7D | -8.6% | -1.6% | -7.0% | -8.1% |
| 30D | -4.0% | +2.8% | -6.8% | -4.9% |
| 3M | -17.4% | -9.2% | -8.2% | -15.6% |
| 6M | -25.4% | -17.1% | -8.3% | -22.1% |
| YTD | -10.5% | -3.2% | -7.3% | -11.3% |
| 1Y | +75.8% | +15.7% | +60.1% | +64.8% |
| 3Y | -28.5% | +55.7% | -84.2% | -39.4% |
| 5Y | -45.1% | +39.4% | -84.5% | -52.9% |
| 10Y | +87.3% | +485.6% | -398.2% | -0.8% |
| All | +2,877.1% | +660.5% | +2,216.6% | +1,289.1% |
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 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