-31.2%
AMT vs NRG
+183.6%
-214.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -1.2% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | +2.0% | -6.8% | +8.8% | +2.4% |
| 3M | -9.3% | -7.1% | -2.2% | -9.4% |
| 6M | -5.2% | -27.6% | +22.3% | -3.7% |
| YTD | +0.5% | -29.2% | +29.7% | +2.1% |
| 1Y | -7.3% | -29.9% | +22.6% | -5.9% |
| 3Y | +6.2% | +198.7% | -192.4% | -27.3% |
| 5Y | -31.2% | +192.9% | -224.1% | -53.5% |
| All | -31.2% | +183.6% | -214.8% | -53.5% |
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