+12,846.9%
AMD vs NYT
+837.8%
+12,009.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.9% | -10.6% | -9.5% |
| 7D | +18.9% | +6.5% | +12.4% | +16.0% |
| 30D | -6.4% | +8.4% | -14.9% | -9.5% |
| 3M | +10.6% | +13.9% | -3.4% | +4.1% |
| 6M | +19.9% | -4.8% | +24.7% | +19.5% |
| YTD | +149.4% | +6.2% | +143.2% | +137.8% |
| 1Y | +115.4% | +14.3% | +101.1% | +98.8% |
| 3Y | +357.3% | +73.6% | +283.7% | +245.8% |
| 5Y | +261.1% | +60.6% | +200.5% | +179.4% |
| 10Y | +7,883.0% | +550.8% | +7,332.2% | +3,203.2% |
| All | +12,846.9% | +837.8% | +12,009.1% | +4,142.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling