-55.4%
APP vs NRG
-50.8%
-4.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -13.5% | +24.2% | +12.6% |
| 7D | +4.5% | -13.7% | +18.3% | +6.4% |
| 30D | -3.6% | -13.6% | +9.9% | -2.0% |
| 3M | -35.3% | -28.5% | -6.7% | -31.8% |
| 6M | -42.8% | -45.8% | +3.0% | -36.3% |
| YTD | -59.7% | -46.9% | -12.7% | -56.6% |
| 1Y | -55.4% | -49.7% | -5.6% | -50.5% |
| All | -55.4% | -50.8% | -4.6% | -50.5% |
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