+106.2%
AMT vs NRG
+1,083.9%
-977.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.2% | +2.6% |
| 7D | +1.1% | -4.7% | +5.8% | +1.8% |
| 30D | +4.4% | -6.0% | +10.3% | +5.1% |
| 3M | -5.2% | -8.0% | +2.8% | -4.9% |
| 6M | -0.8% | -23.2% | +22.3% | +1.7% |
| YTD | +3.3% | -28.1% | +31.3% | +6.6% |
| 1Y | -6.0% | -27.3% | +21.2% | -3.6% |
| 3Y | +9.6% | +208.7% | -199.1% | -23.5% |
| 5Y | -29.2% | +197.7% | -226.9% | -51.0% |
| All | +106.2% | +1,083.9% | -977.7% | +20.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling