+617.2%
NYT vs ALM
+8,043.4%
-7,426.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -2.0% |
| 7D | -1.6% | +3.6% | -5.2% | -1.6% |
| 30D | +2.8% | +33.8% | -31.0% | +2.7% |
| 3M | -9.2% | +14.8% | -24.0% | -9.3% |
| 6M | -17.1% | -7.0% | -10.1% | -17.1% |
| YTD | -3.2% | +108.1% | -111.3% | -3.5% |
| 1Y | +15.7% | +313.8% | -298.1% | +15.1% |
| 3Y | +55.7% | +2,227.6% | -2,171.9% | +53.9% |
| 5Y | +39.4% | +956.6% | -917.3% | +37.9% |
| 10Y | +485.6% | +3,082.3% | -2,596.7% | +477.1% |
| All | +617.2% | +8,043.4% | -7,426.2% | +600.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling