+12.4%
AMT vs NYT
+16.5%
-4.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +5.0% | +4.2% |
| 7D | +6.0% | -3.9% | +9.9% | +6.7% |
| 30D | +20.1% | +4.3% | +15.8% | +19.3% |
| 3M | +12.4% | -11.7% | +24.1% | +14.7% |
| 6M | +9.9% | -14.4% | +24.4% | +11.3% |
| YTD | +14.4% | -3.0% | +17.4% | +16.2% |
| 1Y | +12.4% | +16.5% | -4.1% | +12.8% |
| All | +12.4% | +16.5% | -4.1% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling