+9,332.6%
APH vs NRG
+1,290.6%
+8,042.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +0.4% | +17.1% | -16.7% | -4.6% |
| 30D | -8.0% | -7.9% | -0.1% | -5.6% |
| 3M | -5.0% | -18.2% | +13.2% | +0.9% |
| 6M | +29.9% | -28.4% | +58.3% | +42.6% |
| YTD | +18.0% | -37.9% | +55.8% | +35.2% |
| 1Y | +11.3% | -39.2% | +50.6% | +28.5% |
| 3Y | +274.9% | +125.3% | +149.6% | +175.2% |
| 5Y | +300.6% | +215.7% | +84.9% | +159.3% |
| 10Y | +944.2% | +985.8% | -41.6% | +330.1% |
| All | +9,332.6% | +1,290.6% | +8,042.0% | +3,728.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling