+19.9%
AMD vs NYT
-6.0%
+25.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.9% | -10.6% | -8.5% |
| 7D | +18.9% | +6.5% | +12.4% | +19.7% |
| 30D | -6.4% | +8.4% | -14.9% | -5.8% |
| 3M | +10.6% | +13.9% | -3.4% | +13.4% |
| 6M | +19.9% | -4.8% | +24.7% | +20.9% |
| All | +19.9% | -6.0% | +25.8% | +20.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling