+41.6%
NYT vs ABCL
-81.2%
+122.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +0.3% | +1.4% | -1.1% | +0.3% |
| 30D | +7.0% | +65.1% | -58.1% | +3.3% |
| 3M | -7.9% | +111.1% | -119.0% | -12.7% |
| 6M | -15.0% | +231.6% | -246.6% | -22.1% |
| YTD | -1.3% | +234.5% | -235.8% | -10.0% |
| 1Y | +16.9% | +174.3% | -157.5% | +7.0% |
| 3Y | +58.9% | +111.5% | -52.6% | +44.6% |
| 5Y | +40.9% | -37.3% | +78.2% | +35.5% |
| All | +41.6% | -81.2% | +122.8% | +33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling