+565.7%
AMZN vs NRG
+1,083.9%
-518.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.6% |
| 7D | -0.7% | -4.7% | +4.0% | +0.4% |
| 30D | -3.9% | -6.0% | +2.0% | -2.8% |
| 3M | +6.3% | -8.0% | +14.3% | +7.3% |
| 6M | +20.8% | -23.2% | +43.9% | +26.0% |
| YTD | +11.2% | -28.1% | +39.3% | +17.1% |
| 1Y | +11.7% | -27.3% | +38.9% | +16.7% |
| 3Y | +79.4% | +208.7% | -129.2% | +30.9% |
| 5Y | +48.0% | +197.7% | -149.6% | +7.6% |
| All | +565.7% | +1,083.9% | -518.3% | +306.6% |
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