+41.6%
NYT vs ALC
-20.7%
+62.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.6% |
| 7D | -0.6% | -6.3% | +5.7% | +0.7% |
| 30D | +4.6% | -10.3% | +14.8% | +6.8% |
| 3M | -9.6% | -0.7% | -8.9% | -9.5% |
| 6M | -14.0% | -17.8% | +3.8% | -11.1% |
| YTD | -2.8% | -15.8% | +13.0% | -0.3% |
| 1Y | +15.6% | -16.7% | +32.3% | +18.8% |
| 3Y | +56.3% | -19.7% | +76.0% | +57.8% |
| All | +41.6% | -20.7% | +62.3% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling