+22.1%
ALNY vs NRG
+203.5%
-181.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.2% |
| 7D | -6.5% | -4.7% | -1.9% | -5.9% |
| 30D | +11.0% | -6.0% | +17.0% | +11.9% |
| 3M | -14.1% | -8.0% | -6.1% | -14.1% |
| 6M | -22.4% | -23.2% | +0.8% | -20.4% |
| YTD | -37.5% | -28.1% | -9.4% | -35.3% |
| 1Y | -46.9% | -27.3% | -19.7% | -45.4% |
| 3Y | +22.1% | +208.7% | -186.6% | -4.9% |
| All | +22.1% | +203.5% | -181.4% | -4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling