+732.5%
NYT vs ALK
+810.8%
-78.3%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +1.7% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +7.0% | -18.5% | +25.4% | +11.5% |
| 3M | -7.9% | -3.6% | -4.3% | -8.0% |
| 6M | -15.0% | -3.7% | -11.3% | -15.9% |
| YTD | -1.3% | -19.0% | +17.7% | +0.7% |
| 1Y | +16.9% | -36.0% | +52.9% | +24.9% |
| 3Y | +58.9% | +2.3% | +56.6% | +46.9% |
| 5Y | +40.9% | -27.8% | +68.6% | +38.1% |
| 10Y | +471.8% | -39.0% | +510.8% | +428.5% |
| All | +732.5% | +810.8% | -78.3% | +243.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 all: compounded portfolio wealth divided by compounded ALK 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…
all analysis · Full analysis span regression · 6 months rolling