+3,552.3%
ASX vs NYT
+135.4%
+3,416.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -0.7% | -1.3% | +0.6% | -0.3% |
| 30D | +2.0% | +2.7% | -0.8% | +1.1% |
| 3M | -1.3% | -10.3% | +9.0% | +0.7% |
| 6M | +71.4% | -16.6% | +88.0% | +78.2% |
| YTD | +135.3% | -2.3% | +137.6% | +133.0% |
| 1Y | +267.5% | +15.0% | +252.5% | +245.6% |
| 3Y | +388.5% | +57.1% | +331.3% | +311.8% |
| 5Y | +417.1% | +37.2% | +379.9% | +344.3% |
| 10Y | +872.7% | +464.3% | +408.4% | +426.5% |
| All | +3,552.3% | +135.4% | +3,416.9% | +2,319.9% |
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 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