-24.8%
AR vs NYT
+523.8%
-548.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.8% |
| 7D | -1.2% | -1.6% | +0.4% | -0.7% |
| 30D | +5.5% | +2.8% | +2.8% | +4.4% |
| 3M | +12.9% | -9.2% | +22.1% | +15.9% |
| 6M | +0.1% | -17.1% | +17.2% | +5.3% |
| YTD | +13.5% | -3.2% | +16.8% | +12.6% |
| 1Y | +21.6% | +15.7% | +5.9% | +12.6% |
| 3Y | +46.0% | +55.7% | -9.8% | +17.5% |
| 5Y | +143.7% | +39.4% | +104.4% | +98.5% |
| 10Y | +44.3% | +485.6% | -441.3% | -30.9% |
| All | -24.8% | +523.8% | -548.5% | -65.7% |
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