+373.4%
AMD vs NYT
+73.3%
+300.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.2% | +7.2% | +7.3% |
| 7D | +13.1% | +9.3% | +3.8% | +11.2% |
| 30D | -7.0% | +10.0% | -17.0% | -8.8% |
| 3M | +16.6% | +14.5% | +2.1% | +12.7% |
| 6M | +20.5% | -5.4% | +25.9% | +21.3% |
| YTD | +158.2% | +6.0% | +152.2% | +152.1% |
| 1Y | +132.8% | +16.7% | +116.0% | +121.2% |
| All | +373.4% | +73.3% | +300.1% | +278.9% |
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