+16.6%
AMD vs NYT
+12.9%
+3.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.2% | +7.2% | +7.3% |
| 7D | +13.1% | +9.3% | +3.8% | +11.4% |
| 30D | -7.0% | +10.0% | -17.0% | -8.5% |
| 3M | +16.6% | +14.5% | +2.1% | +15.3% |
| All | +16.6% | +12.9% | +3.7% | +15.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling