+60.7%
AME vs NYT
+56.2%
+4.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.5% | +2.8% | +3.2% |
| 7D | +1.7% | -0.6% | +2.3% | +1.8% |
| 30D | -6.4% | +4.6% | -11.0% | -7.1% |
| 3M | +7.1% | -9.6% | +16.7% | +8.3% |
| 6M | +8.2% | -14.0% | +22.2% | +10.3% |
| YTD | +18.2% | -2.8% | +21.0% | +17.1% |
| 1Y | +26.7% | +15.6% | +11.2% | +20.4% |
| 3Y | +60.7% | +56.3% | +4.4% | +40.6% |
| All | +60.7% | +56.2% | +4.5% | +40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling