+117.8%
AMDL vs NYT
+60.2%
+57.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.0% | +10.7% | +11.2% |
| 7D | +19.9% | +0.3% | +19.6% | +19.8% |
| 30D | +6.3% | +7.0% | -0.7% | +2.7% |
| 3M | -9.9% | -7.9% | -2.0% | -7.6% |
| 6M | +394.3% | -15.0% | +409.3% | +434.6% |
| YTD | +257.3% | -1.3% | +258.6% | +255.9% |
| 1Y | +508.5% | +16.9% | +491.7% | +439.4% |
| All | +117.8% | +60.2% | +57.6% | +24.8% |
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