+267.8%
ALLE vs NYT
+464.5%
-196.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | +2.8% | +0.3% | +2.4% | +2.7% |
| 30D | -7.6% | +7.0% | -14.6% | -9.3% |
| 3M | +22.8% | -7.9% | +30.7% | +24.4% |
| 6M | +4.6% | -15.0% | +19.6% | +8.1% |
| YTD | -1.2% | -1.3% | +0.1% | -2.4% |
| 1Y | -9.1% | +16.9% | -26.0% | -14.4% |
| 3Y | +50.0% | +58.9% | -8.9% | +27.2% |
| 5Y | +15.2% | +40.9% | -25.6% | -1.6% |
| 10Y | +151.1% | +471.8% | -320.7% | +36.7% |
| All | +267.8% | +464.5% | -196.7% | +98.0% |
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