+16.5%
APH vs NRG
-41.3%
+57.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.3% |
| 7D | +4.9% | +10.0% | -5.1% | +0.4% |
| 30D | -5.4% | -3.2% | -2.2% | -4.5% |
| 3M | -5.5% | -18.5% | +13.1% | +2.4% |
| 6M | +25.9% | -25.3% | +51.2% | +38.4% |
| YTD | +16.4% | -38.1% | +54.5% | +37.8% |
| 1Y | +16.5% | -40.7% | +57.2% | +41.5% |
| All | +16.5% | -41.3% | +57.7% | +41.5% |
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