+278.7%
AMD vs NYT
+60.8%
+217.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.2% | +7.2% | +7.2% |
| 7D | +13.1% | +9.3% | +3.8% | +9.3% |
| 30D | -7.0% | +10.0% | -17.0% | -10.7% |
| 3M | +16.6% | +14.5% | +2.1% | +9.0% |
| 6M | +20.5% | -5.4% | +25.9% | +20.8% |
| YTD | +158.2% | +6.0% | +152.2% | +144.2% |
| 1Y | +132.8% | +16.7% | +116.0% | +108.8% |
| 3Y | +366.2% | +72.7% | +293.5% | +215.4% |
| 5Y | +278.7% | +59.8% | +218.9% | +161.1% |
| All | +278.7% | +60.8% | +217.8% | +161.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling