+678.6%
AU vs NYT
+38.8%
+639.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.4% |
| 7D | -4.3% | -0.6% | -3.7% | -4.2% |
| 30D | +7.3% | +4.6% | +2.7% | +6.4% |
| 3M | +26.3% | -9.6% | +35.9% | +27.9% |
| 6M | +1.8% | -14.0% | +15.8% | +4.0% |
| YTD | +26.8% | -2.8% | +29.7% | +25.6% |
| 1Y | +66.7% | +15.6% | +51.1% | +58.0% |
| 3Y | +579.1% | +56.3% | +522.8% | +487.4% |
| All | +678.6% | +38.8% | +639.8% | +530.9% |
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