+35.7%
APH vs NRG
-27.1%
+62.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | 0.0% |
| 7D | -2.2% | -0.2% | -2.0% | -2.3% |
| 30D | -4.0% | -6.8% | +2.8% | -1.5% |
| 3M | +7.7% | -7.1% | +14.9% | +7.7% |
| 6M | +17.8% | -27.6% | +45.3% | +31.2% |
| YTD | +19.2% | -29.2% | +48.4% | +33.4% |
| 1Y | +35.7% | -29.9% | +65.6% | +55.2% |
| All | +35.7% | -27.1% | +62.7% | +55.2% |
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