-9.0%
AUR vs NYT
+16.5%
-25.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.3% |
| 7D | -19.8% | -3.9% | -16.0% | -19.5% |
| 30D | -29.0% | +4.3% | -33.3% | -29.4% |
| 3M | -43.6% | -11.7% | -31.8% | -42.4% |
| 6M | -36.6% | -14.4% | -22.2% | -35.2% |
| YTD | +6.3% | -3.0% | +9.3% | +15.2% |
| 1Y | -9.0% | +16.5% | -25.6% | +5.3% |
| All | -9.0% | +16.5% | -25.6% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling