+228.1%
AMAT vs NRG
+229.1%
-1.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.7% |
| 7D | +7.0% | +9.3% | -2.2% | +2.9% |
| 30D | -12.2% | +1.3% | -13.5% | -13.2% |
| 3M | -3.8% | -6.0% | +2.2% | -2.4% |
| 6M | +45.9% | -22.0% | +67.9% | +59.4% |
| YTD | +84.6% | -24.1% | +108.8% | +104.1% |
| 1Y | +193.4% | -18.0% | +211.4% | +213.0% |
| 3Y | +228.1% | +220.0% | +8.0% | +84.8% |
| All | +228.1% | +229.1% | -1.0% | +84.8% |
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 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