+390.9%
AMD vs NRG
+190.8%
+200.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.6% | +6.6% | +4.7% |
| 7D | +14.0% | +3.9% | +10.2% | +11.9% |
| 30D | +11.0% | -3.0% | +14.0% | +12.3% |
| 3M | +9.6% | -10.9% | +20.5% | +14.3% |
| 6M | +157.1% | -25.3% | +182.4% | +188.4% |
| YTD | +143.3% | -26.8% | +170.2% | +175.8% |
| 1Y | +234.4% | -23.3% | +257.7% | +271.7% |
| 3Y | +391.2% | +208.6% | +182.6% | +164.5% |
| 5Y | +390.9% | +194.1% | +196.8% | +178.7% |
| All | +390.9% | +190.8% | +200.1% | +178.7% |
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