-35.7%
AUR vs NYT
+57.3%
-93.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.3% |
| 7D | +1.4% | -0.6% | +2.0% | +1.8% |
| 30D | -6.4% | +4.6% | -11.0% | -9.3% |
| 3M | +7.7% | -9.6% | +17.3% | +13.1% |
| 6M | +44.5% | -14.0% | +58.5% | +56.1% |
| YTD | +67.4% | -2.8% | +70.3% | +64.1% |
| 1Y | +15.4% | +15.6% | -0.2% | -1.2% |
| 3Y | +94.8% | +56.3% | +38.5% | +27.8% |
| 5Y | -35.1% | +39.5% | -74.6% | -61.7% |
| All | -35.7% | +57.3% | -93.0% | -62.0% |
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