+18,769.1%
AME vs NYT
+754.7%
+18,014.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.1% |
| 7D | +1.3% | -1.6% | +2.9% | +1.7% |
| 30D | -6.6% | +2.8% | -9.3% | -7.2% |
| 3M | +3.0% | -9.2% | +12.2% | +4.7% |
| 6M | +5.3% | -17.1% | +22.4% | +9.2% |
| YTD | +15.4% | -3.2% | +18.7% | +15.0% |
| 1Y | +26.8% | +15.7% | +11.1% | +20.8% |
| 3Y | +56.5% | +55.7% | +0.8% | +36.8% |
| 5Y | +85.2% | +39.4% | +45.9% | +62.8% |
| 10Y | +428.5% | +485.6% | -57.0% | +215.8% |
| All | +18,769.1% | +754.7% | +18,014.3% | +9,232.2% |
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