+2,518.3%
AMAT vs NRG
+1,589.2%
+929.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.4% | -2.1% | +2.2% |
| 7D | -1.5% | +7.1% | -8.6% | -3.8% |
| 30D | -14.8% | -1.4% | -13.4% | -14.7% |
| 3M | -9.3% | -10.5% | +1.2% | -6.5% |
| 6M | +27.4% | -26.7% | +54.1% | +39.6% |
| YTD | +77.6% | -24.5% | +102.1% | +92.7% |
| 1Y | +188.9% | -18.6% | +207.5% | +205.3% |
| 3Y | +202.3% | +227.1% | -24.9% | +99.2% |
| 5Y | +248.9% | +198.8% | +50.1% | +132.7% |
| 10Y | +1,585.2% | +1,122.3% | +463.0% | +620.4% |
| All | +2,518.3% | +1,589.2% | +929.1% | +963.1% |
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 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