+1,616.4%
AMAT vs NRG
+1,083.9%
+532.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.1% |
| 7D | +0.4% | -4.7% | +5.1% | +2.3% |
| 30D | -16.6% | -6.0% | -10.7% | -15.0% |
| 3M | -17.3% | -8.0% | -9.4% | -15.3% |
| 6M | +30.3% | -23.2% | +53.5% | +42.4% |
| YTD | +78.3% | -28.1% | +106.3% | +99.8% |
| 1Y | +169.8% | -27.3% | +197.0% | +200.7% |
| 3Y | +218.5% | +208.7% | +9.9% | +96.0% |
| 5Y | +247.7% | +197.7% | +50.0% | +112.7% |
| All | +1,616.4% | +1,083.9% | +532.5% | +710.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling