+48.5%
AMZN vs NRG
+194.8%
-146.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.5% |
| 7D | -0.7% | -4.7% | +4.0% | +0.5% |
| 30D | -3.9% | -6.0% | +2.0% | -2.7% |
| 3M | +6.3% | -8.0% | +14.3% | +7.4% |
| 6M | +20.8% | -23.2% | +43.9% | +26.8% |
| YTD | +11.2% | -28.1% | +39.3% | +17.9% |
| 1Y | +11.7% | -27.3% | +38.9% | +17.3% |
| 3Y | +79.4% | +208.7% | -129.2% | +10.7% |
| All | +48.5% | +194.8% | -146.3% | -4.9% |
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