+821.5%
BAX vs NYT
+754.7%
+66.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.6% |
| 7D | -5.1% | -1.6% | -3.5% | -4.9% |
| 30D | -12.2% | +2.8% | -14.9% | -12.5% |
| 3M | +21.8% | -9.2% | +31.0% | +23.4% |
| 6M | +36.3% | -17.1% | +53.4% | +39.7% |
| YTD | +27.8% | -3.2% | +31.1% | +27.8% |
| 1Y | -0.1% | +15.7% | -15.8% | -2.8% |
| 3Y | -33.3% | +55.7% | -89.0% | -38.5% |
| 5Y | -67.1% | +39.4% | -106.4% | -69.6% |
| 10Y | -36.9% | +485.6% | -522.5% | -54.3% |
| All | +821.5% | +754.7% | +66.8% | +373.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling