+300.6%
APH vs NRG
+217.3%
+83.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | +0.4% | +17.1% | -16.7% | -5.5% |
| 30D | -8.0% | -7.9% | -0.1% | -5.4% |
| 3M | -5.0% | -18.2% | +13.2% | +1.7% |
| 6M | +29.9% | -28.4% | +58.3% | +44.2% |
| YTD | +18.0% | -37.9% | +55.8% | +37.4% |
| 1Y | +11.3% | -39.2% | +50.6% | +30.7% |
| 3Y | +274.9% | +125.3% | +149.6% | +163.5% |
| 5Y | +300.6% | +215.7% | +84.9% | +136.8% |
| All | +300.6% | +217.3% | +83.3% | +136.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling