+188.3%
AMAT vs NRG
-21.3%
+209.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.7% | +0.9% |
| 7D | +6.9% | +3.9% | +3.1% | +4.9% |
| 30D | -10.1% | -3.0% | -7.1% | -9.4% |
| 3M | -6.0% | -10.9% | +4.9% | -2.0% |
| 6M | +38.6% | -25.3% | +63.9% | +56.3% |
| YTD | +83.1% | -26.8% | +109.9% | +107.4% |
| 1Y | +188.3% | -23.3% | +211.6% | +230.7% |
| All | +188.3% | -21.3% | +209.7% | +230.7% |
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