+16.5%
NYT vs ACM
-46.6%
+63.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.9% | -1.2% |
| 7D | -3.9% | +9.5% | -13.4% | -4.8% |
| 30D | +4.3% | +14.7% | -10.4% | +2.8% |
| 3M | -11.7% | -9.5% | -2.2% | -11.0% |
| 6M | -14.4% | -18.0% | +3.6% | -13.3% |
| YTD | -3.0% | -27.3% | +24.2% | -1.1% |
| 1Y | +16.5% | -47.0% | +63.5% | +20.8% |
| All | +16.5% | -46.6% | +63.1% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling