+698.6%
AZN vs NRG
+1,510.3%
-811.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.1% |
| 7D | -1.6% | -4.7% | +3.1% | -0.9% |
| 30D | +1.1% | -6.0% | +7.0% | +1.8% |
| 3M | -12.1% | -8.0% | -4.2% | -11.7% |
| 6M | -17.1% | -23.2% | +6.0% | -14.8% |
| YTD | -12.0% | -28.1% | +16.1% | -8.8% |
| 1Y | -0.2% | -27.3% | +27.0% | +2.7% |
| 3Y | +26.8% | +208.7% | -181.9% | -1.2% |
| 5Y | +56.9% | +197.7% | -140.8% | +20.9% |
| 10Y | +226.7% | +1,103.3% | -876.6% | +85.6% |
| All | +698.6% | +1,510.3% | -811.7% | +392.7% |
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