+2,045.1%
AMAT vs NRG
+1,285.1%
+760.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -2.5% | +0.9% | -3.3% | -2.9% |
| 30D | -26.5% | -9.6% | -16.9% | -24.1% |
| 3M | -28.6% | -17.9% | -10.6% | -24.3% |
| 6M | -14.2% | -29.1% | +14.8% | -4.9% |
| YTD | +45.5% | -38.1% | +83.6% | +68.1% |
| 1Y | +59.3% | -40.9% | +100.2% | +86.7% |
| 3Y | +153.1% | +124.4% | +28.7% | +87.9% |
| 5Y | +158.2% | +215.7% | -57.6% | +70.7% |
| 10Y | +1,370.8% | +981.5% | +389.3% | +559.9% |
| All | +2,045.1% | +1,285.1% | +760.0% | +827.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling