+391.7%
APP vs NYT
+46.9%
+344.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.0% |
| 7D | +0.9% | -1.3% | +2.2% | +1.6% |
| 30D | -23.3% | +2.7% | -26.0% | -24.4% |
| 3M | -42.6% | -10.3% | -32.3% | -39.9% |
| 6M | -33.6% | -16.6% | -17.0% | -28.0% |
| YTD | -52.4% | -2.3% | -50.2% | -53.0% |
| 1Y | -35.9% | +15.0% | -50.9% | -43.1% |
| 3Y | +642.2% | +57.1% | +585.1% | +408.4% |
| 5Y | +311.1% | +37.2% | +273.9% | +178.3% |
| All | +391.7% | +46.9% | +344.7% | +243.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling