-35.0%
BAX vs NYT
+56.2%
-91.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.0% | -1.6% |
| 7D | -7.9% | -0.6% | -7.3% | -7.8% |
| 30D | -11.7% | +4.6% | -16.2% | -12.2% |
| 3M | +16.2% | -9.6% | +25.8% | +17.6% |
| 6M | +32.0% | -14.0% | +46.0% | +34.0% |
| YTD | +24.7% | -2.8% | +27.6% | +24.7% |
| 1Y | -2.6% | +15.6% | -18.2% | -4.7% |
| 3Y | -35.0% | +56.3% | -91.3% | -39.7% |
| All | -35.0% | +56.2% | -91.2% | -39.7% |
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