+396.9%
APP vs NYT
+46.1%
+350.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +2.7% |
| 7D | +1.1% | -0.6% | +1.7% | +1.4% |
| 30D | +6.6% | +4.6% | +2.1% | +3.9% |
| 3M | -32.3% | -9.6% | -22.7% | -29.3% |
| 6M | -29.8% | -14.0% | -15.8% | -25.4% |
| YTD | -51.9% | -2.8% | -49.1% | -52.3% |
| 1Y | -43.3% | +15.6% | -58.9% | -49.8% |
| 3Y | +664.1% | +56.3% | +607.7% | +424.9% |
| 5Y | +318.7% | +39.5% | +279.2% | +183.0% |
| All | +396.9% | +46.1% | +350.8% | +248.3% |
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 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