+18.0%
ALLE vs NYT
+16.1%
+2.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +1.0% |
| 7D | +3.6% | +6.5% | -3.0% | +3.6% |
| 30D | +25.9% | +8.4% | +17.5% | +26.0% |
| 3M | +15.8% | +13.9% | +1.8% | +16.1% |
| 6M | +48.1% | -4.8% | +52.9% | +48.6% |
| YTD | +22.0% | +6.2% | +15.8% | +21.6% |
| 1Y | +18.0% | +14.3% | +3.8% | +12.6% |
| All | +18.0% | +16.1% | +2.0% | +12.6% |
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