+66.9%
AMAT vs NRG
-41.3%
+108.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.8% | -2.3% |
| 7D | +11.4% | +10.0% | +1.4% | +6.4% |
| 30D | -17.0% | -3.2% | -13.8% | -16.2% |
| 3M | -30.6% | -18.5% | -12.1% | -24.5% |
| 6M | -14.9% | -25.3% | +10.3% | -4.3% |
| YTD | +44.7% | -38.1% | +82.8% | +74.6% |
| 1Y | +66.9% | -40.7% | +107.6% | +105.7% |
| All | +66.9% | -41.3% | +108.1% | +105.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling