+158.3%
APA vs NYT
+38.8%
+119.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | 0.0% | +0.3% |
| 7D | +4.6% | -0.6% | +5.2% | +4.7% |
| 30D | +11.9% | +4.6% | +7.3% | +10.4% |
| 3M | +22.5% | -9.6% | +32.1% | +25.3% |
| 6M | +37.5% | -14.0% | +51.5% | +41.7% |
| YTD | +87.2% | -2.8% | +90.0% | +84.6% |
| 1Y | +101.4% | +15.6% | +85.8% | +87.0% |
| 3Y | +16.9% | +56.3% | -39.4% | -6.1% |
| All | +158.3% | +38.8% | +119.5% | +92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling