+376.7%
AMD vs NRG
+229.1%
+147.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.5% | +5.4% | +5.6% |
| 7D | +10.0% | +9.3% | +0.8% | +5.5% |
| 30D | +4.6% | +1.3% | +3.4% | +3.8% |
| 3M | +3.1% | -6.0% | +9.1% | +4.9% |
| 6M | +162.8% | -22.0% | +184.8% | +188.6% |
| YTD | +136.2% | -24.1% | +160.3% | +162.9% |
| 1Y | +234.0% | -18.0% | +252.1% | +260.3% |
| 3Y | +376.7% | +220.0% | +156.7% | +151.9% |
| All | +376.7% | +229.1% | +147.6% | +151.9% |
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