-3.7%
APA vs NYT
+489.9%
-493.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | 0.0% | +0.3% |
| 7D | +4.6% | -0.6% | +5.2% | +4.8% |
| 30D | +11.9% | +4.6% | +7.3% | +9.9% |
| 3M | +22.5% | -9.6% | +32.1% | +26.2% |
| 6M | +37.5% | -14.0% | +51.5% | +43.2% |
| YTD | +87.2% | -2.8% | +90.0% | +84.3% |
| 1Y | +101.4% | +15.6% | +85.8% | +84.1% |
| 3Y | +16.9% | +56.3% | -39.4% | -9.6% |
| 5Y | +178.4% | +39.5% | +138.9% | +119.6% |
| All | -3.7% | +489.9% | -493.6% | -51.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling