+40.2%
AMC vs NYT
+16.5%
+23.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.9% | +8.2% | +7.5% |
| 7D | +17.7% | -3.9% | +21.6% | +18.4% |
| 30D | +26.2% | +4.3% | +21.9% | +25.1% |
| 3M | +31.3% | -11.7% | +43.1% | +32.9% |
| 6M | +142.8% | -14.4% | +157.2% | +143.7% |
| YTD | +125.6% | -3.0% | +128.7% | +142.8% |
| 1Y | +40.2% | +16.5% | +23.7% | +42.5% |
| All | +40.2% | +16.5% | +23.7% | +42.5% |
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