+294.2%
APP vs NYT
+39.3%
+254.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.1% |
| 7D | -4.4% | -1.6% | -2.8% | -3.5% |
| 30D | -10.0% | +2.8% | -12.8% | -11.5% |
| 3M | -41.4% | -9.2% | -32.2% | -38.9% |
| 6M | -41.0% | -17.1% | -23.9% | -35.6% |
| YTD | -54.7% | -3.2% | -51.5% | -55.1% |
| 1Y | -45.3% | +15.7% | -61.0% | -52.0% |
| 3Y | +624.3% | +55.7% | +568.5% | +386.0% |
| All | +294.2% | +39.3% | +254.9% | +144.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling