+1,308.0%
AMT vs NYT
+193.7%
+1,114.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.3% |
| 7D | +1.5% | -1.6% | +3.0% | +1.8% |
| 30D | +3.7% | +2.8% | +1.0% | +3.0% |
| 3M | -7.2% | -9.2% | +2.0% | -5.2% |
| 6M | -4.2% | -17.1% | +12.9% | -0.2% |
| YTD | +1.9% | -3.2% | +5.1% | +1.9% |
| 1Y | -6.4% | +15.7% | -22.1% | -10.6% |
| 3Y | +7.7% | +55.7% | -48.0% | -6.4% |
| 5Y | -30.9% | +39.4% | -70.3% | -39.8% |
| 10Y | +105.4% | +485.6% | -380.2% | +14.3% |
| All | +1,308.0% | +193.7% | +1,114.3% | +752.5% |
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