+203.7%
NRG vs ACM
-23.7%
+227.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.5% | -2.5% |
| 7D | -0.2% | -5.9% | +5.7% | +2.3% |
| 30D | -6.8% | -6.2% | -0.6% | -4.8% |
| 3M | -7.1% | -7.9% | +0.8% | -5.8% |
| 6M | -27.6% | -30.6% | +3.0% | -15.2% |
| YTD | -29.2% | -33.3% | +4.1% | -16.6% |
| 1Y | -29.9% | -49.2% | +19.3% | -3.7% |
| All | +203.7% | -23.7% | +227.4% | +219.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 3y: compounded portfolio wealth divided by compounded ACM 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…
3y analysis · Full analysis span regression · 6 months rolling