+946.8%
AWK vs NYT
+303.7%
+643.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -2.1% | -0.6% | -1.5% | -2.1% |
| 30D | +2.1% | +4.6% | -2.5% | +1.5% |
| 3M | +11.4% | -9.6% | +21.0% | +12.5% |
| 6M | +3.9% | -14.0% | +17.9% | +5.4% |
| YTD | +7.7% | -2.8% | +10.5% | +7.5% |
| 1Y | +1.3% | +15.6% | -14.3% | -1.1% |
| 3Y | +7.2% | +56.3% | -49.1% | 0.0% |
| 5Y | -17.0% | +39.5% | -56.5% | -22.5% |
| 10Y | +131.6% | +488.0% | -356.4% | +79.1% |
| All | +946.8% | +303.7% | +643.1% | +732.4% |
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