+298.1%
APP vs NYT
+60.3%
+237.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.9% | +2.0% | +2.9% |
| 7D | +4.6% | +6.5% | -1.9% | +1.0% |
| 30D | +56.0% | +8.4% | +47.6% | +48.6% |
| 3M | +30.8% | +13.9% | +16.9% | +20.4% |
| 6M | -9.8% | -4.8% | -5.0% | -9.2% |
| YTD | -39.3% | +6.2% | -45.4% | -43.3% |
| 1Y | -26.4% | +14.3% | -40.7% | -34.6% |
| 3Y | +887.9% | +73.6% | +814.3% | +518.5% |
| All | +298.1% | +60.3% | +237.8% | +153.2% |
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