+1,362.0%
AMAT vs NRG
+982.2%
+379.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.1% | -3.8% |
| 7D | +19.3% | +21.7% | -2.4% | +10.1% |
| 30D | -17.9% | -8.1% | -9.9% | -15.2% |
| 3M | -30.4% | -18.3% | -12.1% | -25.2% |
| 6M | -11.4% | -28.0% | +16.5% | -0.5% |
| YTD | +48.8% | -37.5% | +86.3% | +76.0% |
| 1Y | +66.0% | -41.1% | +107.1% | +100.8% |
| 3Y | +158.8% | +126.6% | +32.2% | +75.7% |
| 5Y | +153.2% | +212.3% | -59.1% | +50.1% |
| All | +1,362.0% | +982.2% | +379.8% | +627.8% |
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