+16.9%
APA vs NYT
+56.2%
-39.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | 0.0% | +0.4% |
| 7D | +4.6% | -0.6% | +5.2% | +4.7% |
| 30D | +11.9% | +4.6% | +7.3% | +11.2% |
| 3M | +22.5% | -9.6% | +32.1% | +23.9% |
| 6M | +37.5% | -14.0% | +51.5% | +39.7% |
| YTD | +87.2% | -2.8% | +90.0% | +85.0% |
| 1Y | +101.4% | +15.6% | +85.8% | +91.1% |
| 3Y | +16.9% | +56.3% | -39.4% | +2.5% |
| All | +16.9% | +56.2% | -39.3% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling