+481.9%
NYT vs ALM
+2,589.2%
-2,107.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.5% | +7.0% | +0.6% |
| 7D | -0.6% | -11.8% | +11.2% | -0.4% |
| 30D | +4.6% | +7.8% | -3.2% | +4.4% |
| 3M | -9.6% | -9.3% | -0.3% | -9.6% |
| 6M | -14.0% | -30.5% | +16.5% | -13.8% |
| YTD | -2.8% | +75.8% | -78.7% | -4.6% |
| 1Y | +15.6% | +241.2% | -225.6% | +11.5% |
| 3Y | +56.3% | +1,872.6% | -1,816.3% | +41.6% |
| 5Y | +39.5% | +849.6% | -810.1% | +27.9% |
| All | +481.9% | +2,589.2% | -2,107.3% | +430.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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