-43.3%
APP vs NRG
-28.9%
-14.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.4% | +2.6% |
| 7D | +1.1% | -4.7% | +5.7% | +2.2% |
| 30D | +6.6% | -6.0% | +12.6% | +8.0% |
| 3M | -32.3% | -8.0% | -24.4% | -32.7% |
| 6M | -29.8% | -23.2% | -6.6% | -27.6% |
| YTD | -51.9% | -28.1% | -23.9% | -49.8% |
| 1Y | -43.3% | -27.3% | -16.0% | -40.1% |
| All | -43.3% | -28.9% | -14.4% | -40.1% |
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