+71.1%
BA vs NYT
+487.2%
-416.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.8% |
| 7D | -2.7% | -0.7% | -2.0% | -2.4% |
| 30D | -12.2% | +4.5% | -16.6% | -13.6% |
| 3M | -2.0% | -8.5% | +6.5% | +0.3% |
| 6M | -6.0% | -15.1% | +9.1% | -1.4% |
| YTD | -5.7% | -3.3% | -2.4% | -6.4% |
| 1Y | -10.0% | +17.0% | -27.0% | -17.5% |
| 3Y | -3.1% | +55.7% | -58.7% | -23.7% |
| 5Y | -2.6% | +38.9% | -41.5% | -22.6% |
| All | +71.1% | +487.2% | -416.1% | -10.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling