+354.1%
ALLE vs NYT
+507.0%
-152.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.5% |
| 7D | +3.6% | +6.5% | -3.0% | +1.9% |
| 30D | +25.9% | +8.4% | +17.5% | +23.2% |
| 3M | +15.8% | +13.9% | +1.8% | +11.5% |
| 6M | +48.1% | -4.8% | +52.9% | +48.4% |
| YTD | +22.0% | +6.2% | +15.8% | +17.9% |
| 1Y | +18.0% | +14.3% | +3.8% | +11.7% |
| 3Y | +93.1% | +73.6% | +19.5% | +59.6% |
| 5Y | +52.1% | +60.6% | -8.6% | +25.3% |
| 10Y | +212.0% | +550.8% | -338.8% | +63.3% |
| All | +354.1% | +507.0% | -152.9% | +139.1% |
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