-1.0%
AMDL vs NYT
+13.8%
-14.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | +1.9% | -19.5% | -18.1% |
| 7D | +37.2% | +6.5% | +30.7% | +33.9% |
| 30D | -24.0% | +8.4% | -32.5% | -27.1% |
| 3M | -1.0% | +13.9% | -15.0% | -3.7% |
| All | -1.0% | +13.8% | -14.8% | -3.7% |
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