+41.4%
APH vs NYT
+17.8%
+23.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.5% | +4.1% | +4.6% |
| 7D | +1.4% | -0.6% | +2.0% | +1.4% |
| 30D | -1.2% | +4.6% | -5.8% | -1.3% |
| 3M | +10.3% | -9.6% | +19.8% | +10.6% |
| 6M | +25.2% | -14.0% | +39.2% | +26.6% |
| YTD | +24.6% | -2.8% | +27.5% | +24.8% |
| 1Y | +41.4% | +15.6% | +25.9% | +43.2% |
| All | +41.4% | +17.8% | +23.6% | +43.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling