+750.5%
AU vs NYT
+207.6%
+542.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.5% |
| 7D | -4.3% | -0.6% | -3.7% | -4.2% |
| 30D | +7.3% | +4.6% | +2.7% | +6.7% |
| 3M | +26.3% | -9.6% | +35.9% | +27.4% |
| 6M | +1.8% | -14.0% | +15.8% | +3.2% |
| YTD | +26.8% | -2.8% | +29.7% | +26.5% |
| 1Y | +66.7% | +15.6% | +51.1% | +62.7% |
| 3Y | +579.1% | +56.3% | +522.8% | +535.9% |
| 5Y | +689.3% | +39.5% | +649.8% | +640.0% |
| 10Y | +686.6% | +488.0% | +198.6% | +516.4% |
| All | +750.5% | +207.6% | +542.9% | +530.4% |
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