+215.7%
AMD vs NYT
+15.8%
+199.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.3% | -3.4% |
| 7D | +10.4% | -0.7% | +11.1% | +10.4% |
| 30D | +6.2% | +4.5% | +1.7% | +5.9% |
| 3M | +11.3% | -8.5% | +19.8% | +12.3% |
| 6M | +147.8% | -15.1% | +162.9% | +154.8% |
| YTD | +135.2% | -3.3% | +138.4% | +149.5% |
| 1Y | +215.7% | +17.0% | +198.7% | +306.5% |
| All | +215.7% | +15.8% | +199.8% | +306.5% |
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