+228.1%
AMAT vs NYT
+57.5%
+170.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.9% |
| 7D | +7.0% | +0.3% | +6.7% | +7.0% |
| 30D | -12.2% | +7.0% | -19.2% | -12.9% |
| 3M | -3.8% | -7.9% | +4.1% | -3.3% |
| 6M | +45.9% | -15.0% | +60.9% | +49.6% |
| YTD | +84.6% | -1.3% | +85.9% | +80.8% |
| 1Y | +193.4% | +16.9% | +176.5% | +171.8% |
| 3Y | +228.1% | +58.9% | +169.2% | +160.7% |
| All | +228.1% | +57.5% | +170.6% | +160.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling