+167.3%
APD vs NYT
+489.9%
-322.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.2% | -0.9% |
| 7D | -3.3% | -0.6% | -2.7% | -3.2% |
| 30D | -4.2% | +4.6% | -8.7% | -5.1% |
| 3M | +5.4% | -9.6% | +15.0% | +7.2% |
| 6M | +6.3% | -14.0% | +20.3% | +8.8% |
| YTD | +20.3% | -2.8% | +23.2% | +19.6% |
| 1Y | +1.6% | +15.6% | -14.0% | -2.9% |
| 3Y | +4.0% | +56.3% | -52.3% | -8.5% |
| 5Y | +23.3% | +39.5% | -16.2% | +8.4% |
| All | +167.3% | +489.9% | -322.7% | +79.4% |
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