-11.3%
ABT vs NRG
+194.8%
-206.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.5% |
| 7D | -5.9% | -4.7% | -1.2% | -5.6% |
| 30D | -8.1% | -6.0% | -2.1% | -7.8% |
| 3M | +14.5% | -8.0% | +22.5% | +14.6% |
| 6M | -6.3% | -23.2% | +16.9% | -5.2% |
| YTD | -17.1% | -28.1% | +10.9% | -15.9% |
| 1Y | -21.4% | -27.3% | +5.9% | -20.5% |
| 3Y | +5.9% | +208.7% | -202.7% | -19.8% |
| All | -11.3% | +194.8% | -206.1% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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