+9,241.4%
AMZN vs NRG
+1,484.6%
+7,756.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.5% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | -7.5% | -6.8% | -0.7% | -6.2% |
| 3M | +5.8% | -7.1% | +13.0% | +6.7% |
| 6M | +17.5% | -27.6% | +45.1% | +24.7% |
| YTD | +9.1% | -29.2% | +38.3% | +15.6% |
| 1Y | +9.4% | -29.9% | +39.2% | +15.6% |
| 3Y | +82.2% | +198.7% | -116.4% | +31.8% |
| 5Y | +45.2% | +192.9% | -147.7% | +4.1% |
| 10Y | +562.7% | +1,084.1% | -521.4% | +220.8% |
| All | +9,241.4% | +1,484.6% | +7,756.8% | +3,920.8% |
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