+391.7%
APP vs NRG
+261.2%
+130.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.4% | -4.2% | -0.8% |
| 7D | +0.9% | +7.1% | -6.2% | -2.4% |
| 30D | -23.3% | -1.4% | -21.9% | -23.0% |
| 3M | -42.6% | -10.5% | -32.2% | -41.3% |
| 6M | -33.6% | -26.7% | -6.9% | -26.0% |
| YTD | -52.4% | -24.5% | -27.9% | -48.3% |
| 1Y | -35.9% | -18.6% | -17.3% | -33.7% |
| 3Y | +642.2% | +227.1% | +415.1% | +273.2% |
| 5Y | +311.1% | +198.8% | +112.3% | +113.9% |
| All | +391.7% | +261.2% | +130.4% | +137.5% |
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 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