+66.0%
AMAT vs NYT
+14.3%
+51.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.9% | -3.9% |
| 7D | +19.3% | +9.0% | +10.3% | +21.7% |
| 30D | -17.9% | +6.8% | -24.8% | -16.8% |
| 3M | -30.4% | +12.1% | -42.6% | -28.1% |
| 6M | -11.4% | -7.7% | -3.7% | -8.9% |
| YTD | +48.8% | +4.2% | +44.6% | +54.9% |
| 1Y | +66.0% | +14.3% | +51.7% | +77.2% |
| All | +66.0% | +14.3% | +51.8% | +77.2% |
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