+6.7%
AMZN vs NRG
-50.8%
+57.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -13.5% | +19.6% | +7.3% |
| 7D | +4.5% | -13.7% | +18.2% | +5.7% |
| 30D | +5.8% | -13.6% | +19.4% | +7.0% |
| 3M | -4.1% | -28.5% | +24.4% | -1.0% |
| 6M | -2.2% | -45.8% | +43.6% | +3.0% |
| YTD | +15.3% | -46.9% | +62.2% | +22.1% |
| 1Y | +6.7% | -49.7% | +56.4% | +13.2% |
| All | +6.7% | -50.8% | +57.5% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling