+2,568.0%
AMD vs NRG
+1,589.2%
+978.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.4% | -1.7% | +2.0% |
| 7D | +2.6% | +7.1% | -4.5% | -0.3% |
| 30D | -0.9% | -1.4% | +0.5% | -0.5% |
| 3M | -8.7% | -10.5% | +1.7% | -5.2% |
| 6M | +136.3% | -26.7% | +163.1% | +164.3% |
| YTD | +123.0% | -24.5% | +147.5% | +146.5% |
| 1Y | +195.2% | -18.6% | +213.7% | +217.0% |
| 3Y | +336.3% | +227.1% | +109.2% | +156.3% |
| 5Y | +334.5% | +198.8% | +135.7% | +159.8% |
| 10Y | +6,259.1% | +1,122.3% | +5,136.9% | +1,902.2% |
| All | +2,568.0% | +1,589.2% | +978.8% | +795.1% |
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