+114.9%
NYT vs ALC
+16.1%
+98.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.7% |
| 7D | -0.6% | -6.3% | +5.7% | +1.0% |
| 30D | +4.6% | -10.3% | +14.8% | +7.4% |
| 3M | -9.6% | -0.7% | -8.9% | -9.5% |
| 6M | -14.0% | -17.8% | +3.8% | -10.3% |
| YTD | -2.8% | -15.8% | +13.0% | +0.4% |
| 1Y | +15.6% | -16.7% | +32.3% | +19.6% |
| 3Y | +56.3% | -19.7% | +76.0% | +59.3% |
| 5Y | +39.5% | -19.8% | +59.3% | +39.9% |
| All | +114.9% | +16.1% | +98.8% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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