+486.8%
ASX vs NYT
+60.3%
+426.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.5% |
| 7D | +12.4% | +6.5% | +5.9% | +10.7% |
| 30D | -19.8% | +8.4% | -28.2% | -21.4% |
| 3M | -10.3% | +13.9% | -24.3% | -13.8% |
| 6M | +1.2% | -4.8% | +6.0% | +1.3% |
| YTD | +123.0% | +6.2% | +116.9% | +113.8% |
| 1Y | +145.4% | +14.3% | +131.2% | +129.1% |
| 3Y | +368.6% | +73.6% | +295.0% | +261.1% |
| All | +486.8% | +60.3% | +426.5% | +338.9% |
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