+215.7%
AMD vs NRG
-27.1%
+242.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.2% | -0.1% | -1.6% |
| 7D | +10.4% | -0.2% | +10.6% | +10.4% |
| 30D | +6.2% | -6.8% | +13.0% | +10.1% |
| 3M | +11.3% | -7.1% | +18.4% | +13.1% |
| 6M | +147.8% | -27.6% | +175.4% | +185.6% |
| YTD | +135.2% | -29.2% | +164.4% | +174.7% |
| 1Y | +215.7% | -29.9% | +245.5% | +283.8% |
| All | +215.7% | -27.1% | +242.7% | +283.8% |
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 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