-11.9%
BA vs NYT
+16.1%
-27.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | -1.1% | +6.5% | -7.6% | -1.3% |
| 30D | -7.1% | +8.4% | -15.6% | -7.4% |
| 3M | -25.5% | +13.9% | -39.5% | -25.7% |
| 6M | -28.7% | -4.8% | -23.9% | -28.7% |
| YTD | -21.0% | +6.2% | -27.2% | -18.0% |
| 1Y | -11.9% | +14.3% | -26.1% | -5.9% |
| All | -11.9% | +16.1% | -27.9% | -5.9% |
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