+2,778.3%
AMD vs NRG
+1,285.1%
+1,493.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +10.0% | +4.7% | +10.5% |
| 7D | +6.5% | +0.9% | +5.6% | +6.0% |
| 30D | -15.3% | -9.6% | -5.7% | -11.5% |
| 3M | +9.7% | -17.9% | +27.6% | +18.6% |
| 6M | +13.2% | -29.1% | +42.3% | +29.2% |
| YTD | +140.6% | -38.1% | +178.7% | +188.0% |
| 1Y | +111.2% | -40.9% | +152.1% | +158.1% |
| 3Y | +334.4% | +124.4% | +210.0% | +197.3% |
| 5Y | +268.3% | +215.7% | +52.6% | +117.6% |
| 10Y | +8,077.9% | +981.5% | +7,096.4% | +2,629.5% |
| All | +2,778.3% | +1,285.1% | +1,493.2% | +945.9% |
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 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