+39.3%
NYT vs ABCL
-82.1%
+121.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | +0.2% |
| 7D | -0.6% | -4.7% | +4.1% | -0.3% |
| 30D | +4.6% | +5.2% | -0.6% | +4.1% |
| 3M | -9.6% | +106.6% | -116.2% | -14.2% |
| 6M | -14.0% | +198.4% | -212.4% | -20.7% |
| YTD | -2.8% | +218.4% | -221.3% | -11.2% |
| 1Y | +15.6% | +136.2% | -120.6% | +7.0% |
| 3Y | +56.3% | +103.2% | -46.9% | +42.5% |
| 5Y | +39.5% | -42.7% | +82.2% | +34.7% |
| All | +39.3% | -82.1% | +121.5% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling