+2,057.2%
AMT vs NRG
+1,598.0%
+459.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -0.2% | +9.3% | -9.4% | -2.0% |
| 30D | +1.8% | +1.3% | +0.6% | +1.4% |
| 3M | -6.2% | -6.0% | -0.2% | -6.3% |
| 6M | -5.0% | -22.0% | +17.0% | -1.8% |
| YTD | +2.1% | -24.1% | +26.2% | +5.6% |
| 1Y | -5.7% | -18.0% | +12.3% | -4.9% |
| 3Y | +7.9% | +220.0% | -212.1% | -27.6% |
| 5Y | -32.3% | +201.1% | -233.5% | -54.7% |
| 10Y | +95.0% | +1,085.1% | -990.1% | -13.8% |
| All | +2,057.2% | +1,598.0% | +459.2% | +886.3% |
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