+433.0%
AME vs NYT
+489.9%
-56.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.5% | +2.8% | +3.1% |
| 7D | +1.7% | -0.6% | +2.3% | +1.9% |
| 30D | -6.4% | +4.6% | -11.0% | -7.5% |
| 3M | +7.1% | -9.6% | +16.7% | +9.0% |
| 6M | +8.2% | -14.0% | +22.2% | +11.3% |
| YTD | +18.2% | -2.8% | +21.0% | +17.4% |
| 1Y | +26.7% | +15.6% | +11.2% | +19.9% |
| 3Y | +60.7% | +56.3% | +4.4% | +37.6% |
| 5Y | +91.6% | +39.5% | +52.1% | +64.8% |
| All | +433.0% | +489.9% | -56.9% | +202.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling