-16.1%
BA vs NYT
+70.3%
-86.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.5% |
| 7D | -0.6% | +9.0% | -9.5% | -1.5% |
| 30D | -8.0% | +6.8% | -14.9% | -8.7% |
| 3M | -25.8% | +12.1% | -37.9% | -26.8% |
| 6M | -27.6% | -7.7% | -19.8% | -27.1% |
| YTD | -21.0% | +4.2% | -25.2% | -22.0% |
| 1Y | -12.3% | +14.3% | -26.6% | -14.7% |
| All | -16.1% | +70.3% | -86.5% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling