+16.4%
APH vs NRG
-50.8%
+67.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -13.5% | +7.4% | -0.3% |
| 7D | -2.4% | -13.7% | +11.3% | +3.8% |
| 30D | -9.5% | -13.6% | +4.1% | -3.9% |
| 3M | -7.6% | -28.5% | +20.9% | +5.9% |
| 6M | +12.4% | -45.8% | +58.2% | +44.1% |
| YTD | +17.5% | -46.9% | +64.5% | +48.5% |
| 1Y | +16.4% | -49.7% | +66.1% | +51.0% |
| All | +16.4% | -50.8% | +67.2% | +51.0% |
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