-1.8%
BA vs NYT
+39.3%
-41.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.5% |
| 7D | -1.2% | -1.6% | +0.4% | -0.8% |
| 30D | -11.3% | +2.8% | -14.1% | -12.0% |
| 3M | -3.8% | -9.2% | +5.4% | -1.9% |
| 6M | -8.3% | -17.1% | +8.8% | -4.3% |
| YTD | -4.9% | -3.2% | -1.7% | -5.6% |
| 1Y | -10.1% | +15.7% | -25.8% | -15.7% |
| 3Y | -2.3% | +55.7% | -58.0% | -20.1% |
| All | -1.8% | +39.3% | -41.2% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling