+72.7%
BAC vs NYT
+38.2%
+34.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.2% |
| 7D | -0.3% | -0.7% | +0.5% | -0.1% |
| 30D | -1.8% | +4.5% | -6.2% | -2.8% |
| 3M | +15.3% | -8.5% | +23.8% | +17.0% |
| 6M | +30.2% | -15.1% | +45.2% | +34.3% |
| YTD | +15.6% | -3.3% | +18.9% | +14.9% |
| 1Y | +27.5% | +17.0% | +10.5% | +20.0% |
| 3Y | +137.0% | +55.7% | +81.4% | +101.2% |
| All | +72.7% | +38.2% | +34.6% | +33.2% |
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