+114.1%
AS vs NYT
+43.7%
+70.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.9% | -3.1% |
| 7D | -2.6% | +0.3% | -3.0% | -2.7% |
| 30D | -22.1% | +7.0% | -29.1% | -23.7% |
| 3M | -15.3% | -7.9% | -7.4% | -13.8% |
| 6M | -15.6% | -15.0% | -0.6% | -12.0% |
| YTD | -23.2% | -1.3% | -21.9% | -23.4% |
| 1Y | -21.7% | +16.9% | -38.6% | -26.0% |
| All | +114.1% | +43.7% | +70.4% | +81.9% |
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