+5,856.1%
APD vs NYT
+772.2%
+5,083.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.4% |
| 7D | -2.5% | +0.3% | -2.8% | -2.6% |
| 30D | -1.9% | +7.0% | -8.8% | -3.5% |
| 3M | +8.2% | -7.9% | +16.1% | +9.9% |
| 6M | +10.7% | -15.0% | +25.8% | +14.2% |
| YTD | +22.9% | -1.3% | +24.2% | +21.8% |
| 1Y | +5.8% | +16.9% | -11.1% | +0.4% |
| 3Y | +7.8% | +58.9% | -51.1% | -6.6% |
| 5Y | +26.1% | +40.9% | -14.8% | +9.9% |
| 10Y | +163.7% | +471.8% | -308.1% | +52.6% |
| All | +5,856.1% | +772.2% | +5,083.9% | +2,463.3% |
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