+38.4%
AR vs NYT
+489.9%
-451.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.1% |
| 7D | -2.5% | -0.6% | -1.9% | -2.3% |
| 30D | +2.5% | +4.6% | -2.0% | +0.9% |
| 3M | +12.3% | -9.6% | +21.9% | +15.5% |
| 6M | -3.1% | -14.0% | +10.9% | +0.6% |
| YTD | +11.5% | -2.8% | +14.4% | +10.4% |
| 1Y | +17.0% | +15.6% | +1.4% | +8.3% |
| 3Y | +47.3% | +56.3% | -9.0% | +17.8% |
| 5Y | +141.2% | +39.5% | +101.7% | +95.5% |
| All | +38.4% | +489.9% | -451.5% | -22.4% |
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