+285.6%
APH vs NRG
+208.6%
+77.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +0.8% |
| 7D | +1.6% | +3.9% | -2.2% | +0.1% |
| 30D | -3.0% | -3.0% | 0.0% | -2.2% |
| 3M | +5.7% | -10.9% | +16.7% | +8.6% |
| 6M | +20.0% | -25.3% | +45.3% | +31.1% |
| YTD | +20.8% | -26.8% | +47.6% | +33.2% |
| 1Y | +40.2% | -23.3% | +63.5% | +51.3% |
| All | +285.6% | +208.6% | +77.0% | +151.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling