+88.8%
APA vs NYT
+15.2%
+73.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.2% |
| 7D | +0.5% | -1.3% | +1.8% | +0.5% |
| 30D | +23.4% | +2.7% | +20.6% | +23.3% |
| 3M | +12.7% | -10.3% | +23.0% | +12.8% |
| 6M | +39.4% | -16.6% | +56.0% | +40.7% |
| YTD | +79.0% | -2.3% | +81.2% | +76.0% |
| 1Y | +88.8% | +15.0% | +73.8% | +65.0% |
| All | +88.8% | +15.2% | +73.6% | +65.0% |
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