+396.9%
APP vs NRG
+244.4%
+152.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.4% | +2.2% |
| 7D | +1.1% | -4.7% | +5.7% | +3.3% |
| 30D | +6.6% | -6.0% | +12.6% | +9.3% |
| 3M | -32.3% | -8.0% | -24.4% | -31.7% |
| 6M | -29.8% | -23.2% | -6.6% | -24.1% |
| YTD | -51.9% | -28.1% | -23.9% | -46.6% |
| 1Y | -43.3% | -27.3% | -16.0% | -37.7% |
| 3Y | +664.1% | +208.7% | +455.4% | +294.6% |
| 5Y | +318.7% | +197.7% | +121.0% | +123.2% |
| All | +396.9% | +244.4% | +152.5% | +145.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling