+23.3%
BA vs NYT
+540.3%
-517.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.7% |
| 7D | -1.1% | +6.5% | -7.6% | -3.4% |
| 30D | -7.1% | +8.4% | -15.6% | -9.9% |
| 3M | -25.5% | +13.9% | -39.5% | -29.4% |
| 6M | -28.7% | -4.8% | -23.9% | -28.4% |
| YTD | -21.0% | +6.2% | -27.2% | -24.7% |
| 1Y | -11.9% | +14.3% | -26.1% | -18.5% |
| 3Y | -16.2% | +73.6% | -89.7% | -36.9% |
| 5Y | -22.4% | +60.6% | -83.0% | -41.7% |
| All | +23.3% | +540.3% | -517.0% | -36.8% |
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