+481.9%
NYT vs ACM
+134.0%
+347.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.6% | +0.2% |
| 7D | -0.6% | -4.6% | +4.0% | +0.8% |
| 30D | +4.6% | +4.1% | +0.5% | +3.1% |
| 3M | -9.6% | -8.3% | -1.3% | -7.8% |
| 6M | -14.0% | -30.1% | +16.1% | -5.2% |
| YTD | -2.8% | -32.6% | +29.8% | +7.7% |
| 1Y | +15.6% | -49.6% | +65.2% | +39.6% |
| 3Y | +56.3% | -23.0% | +79.4% | +62.2% |
| 5Y | +39.5% | +2.0% | +37.5% | +31.2% |
| All | +481.9% | +134.0% | +347.9% | +302.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling