+887.8%
APA vs NYT
+754.3%
+133.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | +0.8% | -0.7% | +1.5% | +1.0% |
| 30D | +9.6% | +4.5% | +5.2% | +8.2% |
| 3M | +18.0% | -8.5% | +26.5% | +20.2% |
| 6M | +41.9% | -15.1% | +56.9% | +46.5% |
| YTD | +86.3% | -3.3% | +89.6% | +85.2% |
| 1Y | +97.9% | +17.0% | +80.9% | +86.4% |
| 3Y | +12.8% | +55.7% | -42.9% | -3.5% |
| 5Y | +177.2% | +38.9% | +138.3% | +140.6% |
| 10Y | -3.3% | +485.3% | -488.6% | -41.5% |
| All | +887.8% | +754.3% | +133.4% | +354.3% |
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