+262.0%
AMAT vs NRG
+190.8%
+71.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.7% | +0.7% |
| 7D | +6.9% | +3.9% | +3.1% | +5.1% |
| 30D | -10.1% | -3.0% | -7.1% | -9.4% |
| 3M | -6.0% | -10.9% | +4.9% | -2.3% |
| 6M | +38.6% | -25.3% | +63.9% | +54.3% |
| YTD | +83.1% | -26.8% | +109.9% | +105.6% |
| 1Y | +188.3% | -23.3% | +211.6% | +216.4% |
| 3Y | +225.3% | +208.6% | +16.7% | +84.9% |
| 5Y | +262.0% | +194.1% | +67.8% | +114.1% |
| All | +262.0% | +190.8% | +71.1% | +114.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling