+38.9%
NYT vs ABCL
-47.0%
+85.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.3% | +5.3% | +0.3% |
| 7D | -0.7% | -9.6% | +8.9% | 0.0% |
| 30D | +4.5% | +7.2% | -2.7% | +3.7% |
| 3M | -8.5% | +105.5% | -114.0% | -14.1% |
| 6M | -15.1% | +193.0% | -208.1% | -22.8% |
| YTD | -3.3% | +205.8% | -209.1% | -13.0% |
| 1Y | +17.0% | +144.4% | -127.4% | +6.1% |
| 3Y | +55.7% | +93.3% | -37.7% | +40.8% |
| 5Y | +38.9% | -44.9% | +83.8% | +39.0% |
| All | +38.9% | -47.0% | +85.8% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling