-15.1%
NYT vs ALC
-18.9%
+3.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | -0.1% |
| 7D | -0.7% | -7.7% | +6.9% | -1.0% |
| 30D | +4.5% | -11.7% | +16.1% | +4.0% |
| 3M | -8.5% | +0.7% | -9.2% | -7.9% |
| 6M | -15.1% | -17.1% | +2.0% | -17.7% |
| All | -15.1% | -18.9% | +3.9% | -17.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling