+93.5%
AMCR vs NYT
+1,084.3%
-990.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.0% | -1.6% |
| 7D | -6.3% | -0.6% | -5.7% | -6.2% |
| 30D | -7.8% | +4.6% | -12.4% | -8.3% |
| 3M | +7.5% | -9.6% | +17.1% | +8.5% |
| 6M | +2.7% | -14.0% | +16.7% | +4.2% |
| YTD | +6.0% | -2.8% | +8.9% | +6.0% |
| 1Y | +7.8% | +15.6% | -7.8% | +5.6% |
| 3Y | +5.8% | +56.3% | -50.5% | -0.4% |
| 5Y | -11.6% | +39.5% | -51.1% | -17.1% |
| 10Y | +14.6% | +488.0% | -473.4% | +3.5% |
| All | +93.5% | +1,084.3% | -990.8% | +70.5% |
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 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