+257.6%
ALLE vs NYT
+453.2%
-195.6%
-43.3%
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 | -2.2% | -1.6% | -0.6% | -1.7% |
| 30D | -8.3% | +2.8% | -11.1% | -9.0% |
| 3M | +16.3% | -9.2% | +25.5% | +18.3% |
| 6M | +1.8% | -17.1% | +18.9% | +5.9% |
| YTD | -3.9% | -3.2% | -0.7% | -4.6% |
| 1Y | -10.0% | +15.7% | -25.7% | -15.1% |
| 3Y | +45.8% | +55.7% | -9.9% | +24.4% |
| 5Y | +13.3% | +39.4% | -26.1% | -3.0% |
| 10Y | +155.3% | +485.6% | -330.3% | +37.8% |
| All | +257.6% | +453.2% | -195.6% | +93.6% |
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 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