+641.7%
APP vs NYT
+55.5%
+586.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +0.3% | -0.7% | +1.0% | +0.5% |
| 30D | -1.3% | +4.5% | -5.8% | -2.8% |
| 3M | -36.2% | -8.5% | -27.7% | -34.8% |
| 6M | -34.1% | -15.1% | -19.1% | -31.2% |
| YTD | -53.3% | -3.3% | -50.0% | -53.4% |
| 1Y | -44.5% | +17.0% | -61.5% | -48.7% |
| All | +641.7% | +55.5% | +586.2% | +483.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling